Home >> Support Board

Support Board

Date/Time: Fri, 26 Apr 2024 07:44:57 +0000

How to Post a Message for Support

Post From: trades in trade activity log

[2020-02-14 20:48:17] Link To Thread - Link To Post [Go To First Post]
arruga - Posts: 249
wya re trades not showing? this is a simulated backtest. all was working fine...all of a sudden, the activity log window is not showing all trades anymore... the trades are there as I can see them on Tradew activity, and on the chart but not listed on trades here a log: Symbol Trade Type Entry DateTime Exit DateTime Entry Price Exit Price Trade Quantity Max Open Quantity Max Closed Quantity Profit/Loss (C) Cumulative Profit/Loss (C) FlatToFlat Profit/Loss (C) FlatToFlat Max Open Profit (C) FlatToFlat Max Open Loss (C) Max Open Profit (C) Max Open Loss (C) Entry Efficiency Exit Efficiency Total Efficiency Commission (C) High Price While Open Low Price While Open Note Open Position Quantity Close Position Quantity Duration [Sim]SPY (Sim1) Long 2003-10-08 00:00:00.005 BP 2003-10-22 00:00:00.003 EP 104.12 103.41 503 503 503 -357.13 -357.13 -357.13 F 890.31 -467.79 890.31 -467.79 100.0% 8.1% -26.3% 0.00 105.89 103.19 503 0 336:00:00 [Sim]SPY Long 2003-11-05 00:00:00.001 BP 2003-11-17 00:00:00.001 EP 105.19 104.69 493 493 493 -246.50 -603.63 -246.50 F 867.68 -246.50 867.68 -246.50 100.0% 0.0% -22.1% 0.00 106.95 104.69 493 0 288:00:00 [Sim]SPY Long 2003-12-05 00:00:00.001 BP 2003-12-15 00:00:00.001 EP 106.64 109.16 483 483 483 1217.16 613.53 1217.16 F 1221.99 -328.44 1221.99 -328.44 100.0% 99.7% 78.5% 0.00 109.17 105.96 483 0 240:00:00 [Sim]SPY Long 2004-02-12 00:00:00.005 BP 2004-02-24 00:00:00.003 EP 115.74 114.17 461 461 461 -723.77 -110.24 -723.77 F 396.46 -1249.31 396.46 -1249.31 100.0% 31.9% -44.0% 0.00 116.60 113.03 461 0 288:00:00 [Sim]SPY Long 2004-03-31 00:00:00.005 BP 2004-04-05 00:00:00.001 EP 112.76 115.02 463 463 463 1046.38 936.14 1046.38 F 1213.06 0.00 1213.06 0.00 100.0% 86.3% 86.3% 0.00 115.38 112.76 463 0 120:00:00 [Sim]SPY Long 2004-05-27 00:00:00.005 BP 2004-06-07 00:00:00.003 EP 112.31 114.56 479 479 479 1077.75 2013.89 1077.75 F 1197.50 -210.76 1197.50 -210.76 100.0% 91.5% 76.5% 0.00 114.81 111.87 479 0 264:00:00 [Sim]SPY Long 2004-08-03 00:00:00.005 BP 2004-08-06 00:00:00.001 EP 110.71 107.63 501 501 501 -1543.08 470.81 -1543.08 F 20.04 -1543.08 20.04 -1543.08 100.0% 0.0% -98.7% 0.00 110.75 107.63 501 0 72:00:00 [Sim]SPY Long 2004-11-08 00:00:00.005 BP 2004-11-17 00:00:00.003 EP 116.75 119.09 455 455 455 1064.70 1535.51 1064.70 F 1087.45 0.00 1087.45 0.00 100.0% 97.9% 97.9% 0.00 119.14 116.75 455 0 216:00:00 [Sim]SPY Long 2004-12-15 00:00:00.005 BP 2005-01-04 00:00:00.001 EP 120.46 119.00 454 454 454 -662.84 872.67 -662.84 F 590.20 -917.08 590.20 -917.08 100.0% 16.9% -44.0% 0.00 121.76 118.44 454 0 480:00:00 [Sim]SPY Long 2005-07-14 00:00:00.005 BP 2005-08-08 00:00:00.001 EP 122.73 122.38 438 438 438 -153.30 719.37 -153.30 F 880.38 -297.84 880.38 -297.84 100.0% 12.3% -13.0% 0.00 124.74 122.05 438 0 600:00:00 [Sim]SPY Long 2005-11-04 00:00:00.005 BP 2005-11-17 00:00:00.003 EP 122.16 124.60 438 438 438 1068.72 1788.09 1068.72 F 1090.62 -179.58 1090.62 -179.58 100.0% 98.3% 84.1% 0.00 124.65 121.75 438 0 312:00:00 [Sim]SPY Long 2005-11-30 00:00:00.001 BP 2005-12-16 00:00:00.001 EP 126.00 128.52 437 437 437 1101.24 2889.33 1101.24 F 1123.09 -257.83 1123.09 -257.83 100.0% 98.4% 79.7% 0.00 128.57 125.41 437 0 384:00:00 [Sim]SPY Long 2006-01-17 00:00:00.001 BP 2006-01-20 00:00:00.003 EP 128.13 126.88 443 443 443 -553.75 2335.58 -553.75 F 341.11 -956.88 341.11 -956.88 100.0% 31.1% -42.7% 0.00 128.90 125.97 443 0 72:00:00 [Sim]SPY Long 2006-01-31 00:00:00.001 BP 2006-02-07 00:00:00.001 EP 128.18 125.84 436 436 436 -1020.24 1315.34 -1020.24 F 109.00 -1212.08 109.00 -1212.08 100.0% 14.5% -77.2% 0.00 128.43 125.40 436 0 168:00:00 [Sim]SPY Long 2006-03-17 00:00:00.005 BP 2006-03-28 00:00:00.003 EP 130.42 128.61 417 417 417 -754.77 560.57 -754.77 F 237.69 -888.21 237.69 -888.21 100.0% 11.9% -67.0% 0.00 130.99 128.29 417 0 264:00:00 [Sim]SPY Long 2006-08-21 00:00:00.005 BP 2018-10-04 00:00:00.001 146.06 147.58 20821 999 999 90155.80 90716.37 90155.80 92692.60 -34488.56 19134.70 -24817.30 27.7% 29.8% 5.1% 0.00 293.94 67.10 410 410 106248:00:00 Total: 90716.37 Only showing until 2006 the log of the trade activity: ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2003-10-08 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-07 00:00:00.000 \| Last: 104.329994. Attached Order \| Client side OCO order 21654 Limit Sell 106.20 Pending Child-Client Sim1 Close 21653 Order 2003-10-08 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-07 00:00:00.000 \| Last: 104.329994. Attached Order \| Client side OCO order 21655 Stop Sell 101.00 Pending Child-Client Sim1 Close 21653 Order 2003-10-08 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-07 00:00:00.000 \| Last: 104.329994 21653 Limit 503 Buy 104.12 Order Sent Sim1 Open Order 2003-10-08 00:00:00.003 [Sim]SPY Simulated order accepted 21653 21653 Limit 503 Buy 104.12 Open Sim1 Open Order 2003-10-08 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 103.41 Ask: 103.42 Last: 103.41 21653 21653 Limit 503 Buy 104.12 Filled 104.12 503 Sim1 Open Fill 2003-10-08 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 103.41 Ask: 103.42 Last: 103.41 21653 21653 Limit 503 Buy 104.12 Filled 104.12 503 Sim1 Open 503 21653.1 Order 2003-10-08 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21654 Limit 503 Sell 106.20 Order Sent Sim1 Close 21653 503 Order 2003-10-08 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21655 Stop 503 Sell 101.00 Order Sent Sim1 Close 21653 503 Order 2003-10-08 00:00:00.008 [Sim]SPY Simulated order accepted 21654 21654 Limit 503 Sell 106.20 Open Sim1 Close 21653 503 Order 2003-10-08 00:00:00.009 [Sim]SPY Simulated order accepted 21655 21655 Stop 503 Sell 101.00 Open Sim1 Close 21653 503 Order 2003-10-08 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 99.26. Requested Quantity: 503 21655 21655 Stop 503 Sell 101.00 Pending Modify Sim1 Close 21653 503 Order 2003-10-08 00:00:00.011 [Sim]SPY Simulated order modify complete 21655 21655 Stop 503 Sell 99.26 Open Sim1 Close 21653 503 Order 2003-10-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 100.21. Requested Quantity: 503 21655 21655 Stop 503 Sell 99.26 Pending Modify Sim1 Close 21653 503 Order 2003-10-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21655 21655 Stop 503 Sell 100.21 Open Sim1 Close 21653 503 Order 2003-10-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 101.64. Requested Quantity: 503 21655 21655 Stop 503 Sell 100.21 Pending Modify Sim1 Close 21653 503 Order 2003-10-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21655 21655 Stop 503 Sell 101.64 Open Sim1 Close 21653 503 Order 2003-10-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 102.92. Requested Quantity: 503 21655 21655 Stop 503 Sell 101.64 Pending Modify Sim1 Close 21653 503 Order 2003-10-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21655 21655 Stop 503 Sell 102.92 Open Sim1 Close 21653 503 Order 2003-10-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.42. Requested Quantity: 503 21655 21655 Stop 503 Sell 102.92 Pending Modify Sim1 Close 21653 503 Order 2003-10-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21655 21655 Stop 503 Sell 103.42 Open Sim1 Close 21653 503 Order 2003-10-22 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 103.19 Ask: 103.20 Last: 103.19 21655 21655 Stop 503 Sell 103.42 Filled 103.41 503 Sim1 Close 21653 503 Fill 2003-10-22 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 103.19 Ask: 103.20 Last: 103.19 21655 21655 Stop 503 Sell 103.42 Filled 103.41 503 Sim1 Close 21653 21655.1 105.89 103.19 Order 2003-10-22 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21654 21654 Limit 503 Sell 106.20 Pending Cancel Sim1 Close 21653 Order 2003-10-22 00:00:00.005 [Sim]SPY Simulated order canceled 21654 21654 Limit 503 Sell 106.20 Canceled Sim1 Close 21653 Order 2003-10-31 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-30 00:00:00.000 \| Last: 105.399994. Attached Order \| Client side OCO order 21657 Limit Sell 107.29 Pending Child-Client Sim1 Close 21656 Order 2003-10-31 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-30 00:00:00.000 \| Last: 105.399994. Attached Order \| Client side OCO order 21658 Stop Sell 102.03 Pending Child-Client Sim1 Close 21656 Order 2003-10-31 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-10-30 00:00:00.000 \| Last: 105.399994 21656 Limit 493 Buy 105.19 Order Sent Sim1 Open Order 2003-10-31 00:00:00.003 [Sim]SPY Simulated order accepted 21656 21656 Limit 493 Buy 105.19 Open Sim1 Open Order 2003-11-05 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 104.90 Ask: 104.91 Last: 104.90 21656 21656 Limit 493 Buy 105.19 Filled 105.19 493 Sim1 Open Fill 2003-11-05 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 104.90 Ask: 104.91 Last: 104.90 21656 21656 Limit 493 Buy 105.19 Filled 105.19 493 Sim1 Open 493 21656.1 Order 2003-11-05 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21657 Limit 493 Sell 107.29 Order Sent Sim1 Close 21656 493 Order 2003-11-05 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21658 Stop 493 Sell 102.03 Order Sent Sim1 Close 21656 493 Order 2003-11-05 00:00:00.004 [Sim]SPY Simulated order accepted 21657 21657 Limit 493 Sell 107.29 Open Sim1 Close 21656 493 Order 2003-11-05 00:00:00.005 [Sim]SPY Simulated order accepted 21658 21658 Stop 493 Sell 102.03 Open Sim1 Close 21656 493 Order 2003-11-05 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 102.19. Requested Quantity: 493 21658 21658 Stop 493 Sell 102.03 Pending Modify Sim1 Close 21656 493 Order 2003-11-05 00:00:00.007 [Sim]SPY Simulated order modify complete 21658 21658 Stop 493 Sell 102.19 Open Sim1 Close 21656 493 Order 2003-11-10 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.28. Requested Quantity: 493 21658 21658 Stop 493 Sell 102.19 Pending Modify Sim1 Close 21656 493 Order 2003-11-10 00:00:00.001 [Sim]SPY Simulated order modify complete 21658 21658 Stop 493 Sell 103.28 Open Sim1 Close 21656 493 Order 2003-11-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.83. Requested Quantity: 493 21658 21658 Stop 493 Sell 103.28 Pending Modify Sim1 Close 21656 493 Order 2003-11-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21658 21658 Stop 493 Sell 103.83 Open Sim1 Close 21656 493 Order 2003-11-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.88. Requested Quantity: 493 21658 21658 Stop 493 Sell 103.83 Pending Modify Sim1 Close 21656 493 Order 2003-11-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21658 21658 Stop 493 Sell 103.88 Open Sim1 Close 21656 493 Order 2003-11-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 104.81. Requested Quantity: 493 21658 21658 Stop 493 Sell 103.88 Pending Modify Sim1 Close 21656 493 Order 2003-11-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21658 21658 Stop 493 Sell 104.81 Open Sim1 Close 21656 493 Order 2003-11-17 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 104.69 Ask: 104.70 Last: 104.69 21658 21658 Stop 493 Sell 104.81 Filled 104.69 493 Sim1 Close 21656 493 Fill 2003-11-17 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 104.69 Ask: 104.70 Last: 104.69 21658 21658 Stop 493 Sell 104.81 Filled 104.69 493 Sim1 Close 21656 21658.1 106.95 104.69 Order 2003-11-17 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21657 21657 Limit 493 Sell 107.29 Pending Cancel Sim1 Close 21656 Order 2003-11-17 00:00:00.003 [Sim]SPY Simulated order canceled 21657 21657 Limit 493 Sell 107.29 Canceled Sim1 Close 21656 Order 2003-12-01 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-11-28 00:00:00.000 \| Last: 106.85. Attached Order \| Client side OCO order 21660 Limit Sell 108.77 Pending Child-Client Sim1 Close 21659 Order 2003-12-01 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-11-28 00:00:00.000 \| Last: 106.85. Attached Order \| Client side OCO order 21661 Stop Sell 103.44 Pending Child-Client Sim1 Close 21659 Order 2003-12-01 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2003-11-28 00:00:00.000 \| Last: 106.85 21659 Limit 483 Buy 106.64 Order Sent Sim1 Open Order 2003-12-01 00:00:00.003 [Sim]SPY Simulated order accepted 21659 21659 Limit 483 Buy 106.64 Open Sim1 Open Order 2003-12-05 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 106.62 Ask: 106.63 Last: 106.62 21659 21659 Limit 483 Buy 106.64 Filled 106.64 483 Sim1 Open Fill 2003-12-05 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 106.62 Ask: 106.63 Last: 106.62 21659 21659 Limit 483 Buy 106.64 Filled 106.64 483 Sim1 Open 483 21659.1 Order 2003-12-05 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21660 Limit 483 Sell 108.77 Order Sent Sim1 Close 21659 483 Order 2003-12-05 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21661 Stop 483 Sell 103.44 Order Sent Sim1 Close 21659 483 Order 2003-12-05 00:00:00.004 [Sim]SPY Simulated order accepted 21660 21660 Limit 483 Sell 108.77 Open Sim1 Close 21659 483 Order 2003-12-05 00:00:00.005 [Sim]SPY Simulated order accepted 21661 21661 Stop 483 Sell 103.44 Open Sim1 Close 21659 483 Order 2003-12-05 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.63. Requested Quantity: 483 21661 21661 Stop 483 Sell 103.44 Pending Modify Sim1 Close 21659 483 Order 2003-12-05 00:00:00.007 [Sim]SPY Simulated order modify complete 21661 21661 Stop 483 Sell 103.63 Open Sim1 Close 21659 483 Order 2003-12-09 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 104.69. Requested Quantity: 483 21661 21661 Stop 483 Sell 103.63 Pending Modify Sim1 Close 21659 483 Order 2003-12-09 00:00:00.001 [Sim]SPY Simulated order modify complete 21661 21661 Stop 483 Sell 104.69 Open Sim1 Close 21659 483 Order 2003-12-10 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 105.40. Requested Quantity: 483 21661 21661 Stop 483 Sell 104.69 Pending Modify Sim1 Close 21659 483 Order 2003-12-10 00:00:00.001 [Sim]SPY Simulated order modify complete 21661 21661 Stop 483 Sell 105.40 Open Sim1 Close 21659 483 Order 2003-12-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 105.97. Requested Quantity: 483 21661 21661 Stop 483 Sell 105.40 Pending Modify Sim1 Close 21659 483 Order 2003-12-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21661 21661 Stop 483 Sell 105.97 Open Sim1 Close 21659 483 Order 2003-12-15 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 109.16 Ask: 109.17 Last: 109.17 21660 21660 Limit 483 Sell 108.77 Filled 109.16 483 Sim1 Close 21659 483 Fill 2003-12-15 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 109.16 Ask: 109.17 Last: 109.17 21660 21660 Limit 483 Sell 108.77 Filled 109.16 483 Sim1 Close 21659 21660.1 109.17 105.96 Order 2003-12-15 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21661 21661 Stop 483 Sell 105.97 Pending Cancel Sim1 Close 21659 Order 2003-12-15 00:00:00.003 [Sim]SPY Simulated order canceled 21661 21661 Stop 483 Sell 105.97 Canceled Sim1 Close 21659 Order 2004-02-12 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-02-11 00:00:00.000 \| Last: 115.97. Attached Order \| Client side OCO order 21663 Limit Sell 118.05 Pending Child-Client Sim1 Close 21662 Order 2004-02-12 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-02-11 00:00:00.000 \| Last: 115.97. Attached Order \| Client side OCO order 21664 Stop Sell 112.27 Pending Child-Client Sim1 Close 21662 Order 2004-02-12 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-02-11 00:00:00.000 \| Last: 115.97 21662 Limit 461 Buy 115.74 Order Sent Sim1 Open Order 2004-02-12 00:00:00.003 [Sim]SPY Simulated order accepted 21662 21662 Limit 461 Buy 115.74 Open Sim1 Open Order 2004-02-12 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 115.58 Ask: 115.59 Last: 115.58 21662 21662 Limit 461 Buy 115.74 Filled 115.74 461 Sim1 Open Fill 2004-02-12 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 115.58 Ask: 115.59 Last: 115.58 21662 21662 Limit 461 Buy 115.74 Filled 115.74 461 Sim1 Open 461 21662.1 Order 2004-02-12 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21663 Limit 461 Sell 118.05 Order Sent Sim1 Close 21662 461 Order 2004-02-12 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21664 Stop 461 Sell 112.27 Order Sent Sim1 Close 21662 461 Order 2004-02-12 00:00:00.008 [Sim]SPY Simulated order accepted 21663 21663 Limit 461 Sell 118.05 Open Sim1 Close 21662 461 Order 2004-02-12 00:00:00.009 [Sim]SPY Simulated order accepted 21664 21664 Stop 461 Sell 112.27 Open Sim1 Close 21662 461 Order 2004-02-12 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.57. Requested Quantity: 461 21664 21664 Stop 461 Sell 112.27 Pending Modify Sim1 Close 21662 461 Order 2004-02-12 00:00:00.011 [Sim]SPY Simulated order modify complete 21664 21664 Stop 461 Sell 112.57 Open Sim1 Close 21662 461 Order 2004-02-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.79. Requested Quantity: 461 21664 21664 Stop 461 Sell 112.57 Pending Modify Sim1 Close 21662 461 Order 2004-02-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21664 21664 Stop 461 Sell 112.79 Open Sim1 Close 21662 461 Order 2004-02-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 113.21. Requested Quantity: 461 21664 21664 Stop 461 Sell 112.79 Pending Modify Sim1 Close 21662 461 Order 2004-02-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21664 21664 Stop 461 Sell 113.21 Open Sim1 Close 21662 461 Order 2004-02-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 114.18. Requested Quantity: 461 21664 21664 Stop 461 Sell 113.21 Pending Modify Sim1 Close 21662 461 Order 2004-02-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21664 21664 Stop 461 Sell 114.18 Open Sim1 Close 21662 461 Order 2004-02-24 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 113.03 Ask: 113.04 Last: 113.03 21664 21664 Stop 461 Sell 114.18 Filled 114.17 461 Sim1 Close 21662 461 Fill 2004-02-24 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 113.03 Ask: 113.04 Last: 113.03 21664 21664 Stop 461 Sell 114.18 Filled 114.17 461 Sim1 Close 21662 21664.1 116.60 113.03 Order 2004-02-24 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21663 21663 Limit 461 Sell 118.05 Pending Cancel Sim1 Close 21662 Order 2004-02-24 00:00:00.005 [Sim]SPY Simulated order canceled 21663 21663 Limit 461 Sell 118.05 Canceled Sim1 Close 21662 Order 2004-03-31 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-03-30 00:00:00.000 \| Last: 112.99. Attached Order \| Client side OCO order 21666 Limit Sell 115.02 Pending Child-Client Sim1 Close 21665 Order 2004-03-31 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-03-30 00:00:00.000 \| Last: 112.99. Attached Order \| Client side OCO order 21667 Stop Sell 109.38 Pending Child-Client Sim1 Close 21665 Order 2004-03-31 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-03-30 00:00:00.000 \| Last: 112.99 21665 Limit 463 Buy 112.76 Order Sent Sim1 Open Order 2004-03-31 00:00:00.003 [Sim]SPY Simulated order accepted 21665 21665 Limit 463 Buy 112.76 Open Sim1 Open Order 2004-03-31 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 112.38 Ask: 112.39 Last: 112.38 21665 21665 Limit 463 Buy 112.76 Filled 112.76 463 Sim1 Open Fill 2004-03-31 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 112.38 Ask: 112.39 Last: 112.38 21665 21665 Limit 463 Buy 112.76 Filled 112.76 463 Sim1 Open 463 21665.1 Order 2004-03-31 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21666 Limit 463 Sell 115.02 Order Sent Sim1 Close 21665 463 Order 2004-03-31 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21667 Stop 463 Sell 109.38 Order Sent Sim1 Close 21665 463 Order 2004-03-31 00:00:00.008 [Sim]SPY Simulated order accepted 21666 21666 Limit 463 Sell 115.02 Open Sim1 Close 21665 463 Order 2004-03-31 00:00:00.009 [Sim]SPY Simulated order accepted 21667 21667 Stop 463 Sell 109.38 Open Sim1 Close 21665 463 Order 2004-03-31 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 108.86. Requested Quantity: 463 21667 21667 Stop 463 Sell 109.38 Pending Modify Sim1 Close 21665 463 Order 2004-03-31 00:00:00.011 [Sim]SPY Simulated order modify complete 21667 21667 Stop 463 Sell 108.86 Open Sim1 Close 21665 463 Order 2004-04-05 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 115.37 Ask: 115.38 Last: 115.38 21666 21666 Limit 463 Sell 115.02 Filled 115.02 463 Sim1 Close 21665 463 Fill 2004-04-05 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 115.37 Ask: 115.38 Last: 115.38 21666 21666 Limit 463 Sell 115.02 Filled 115.02 463 Sim1 Close 21665 21666.1 115.38 113.05 Order 2004-04-05 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21667 21667 Stop 463 Sell 108.86 Pending Cancel Sim1 Close 21665 Order 2004-04-05 00:00:00.003 [Sim]SPY Simulated order canceled 21667 21667 Stop 463 Sell 108.86 Canceled Sim1 Close 21665 Order 2004-05-27 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-05-26 00:00:00.000 \| Last: 112.54. Attached Order \| Client side OCO order 21669 Limit Sell 114.56 Pending Child-Client Sim1 Close 21668 Order 2004-05-27 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-05-26 00:00:00.000 \| Last: 112.54. Attached Order \| Client side OCO order 21670 Stop Sell 108.94 Pending Child-Client Sim1 Close 21668 Order 2004-05-27 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-05-26 00:00:00.000 \| Last: 112.54 21668 Limit 479 Buy 112.31 Order Sent Sim1 Open Order 2004-05-27 00:00:00.003 [Sim]SPY Simulated order accepted 21668 21668 Limit 479 Buy 112.31 Open Sim1 Open Order 2004-05-27 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 112.06 Ask: 112.07 Last: 112.06 21668 21668 Limit 479 Buy 112.31 Filled 112.31 479 Sim1 Open Fill 2004-05-27 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 112.06 Ask: 112.07 Last: 112.06 21668 21668 Limit 479 Buy 112.31 Filled 112.31 479 Sim1 Open 479 21668.1 Order 2004-05-27 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21669 Limit 479 Sell 114.56 Order Sent Sim1 Close 21668 479 Order 2004-05-27 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21670 Stop 479 Sell 108.94 Order Sent Sim1 Close 21668 479 Order 2004-05-27 00:00:00.008 [Sim]SPY Simulated order accepted 21669 21669 Limit 479 Sell 114.56 Open Sim1 Close 21668 479 Order 2004-05-27 00:00:00.009 [Sim]SPY Simulated order accepted 21670 21670 Stop 479 Sell 108.94 Open Sim1 Close 21668 479 Order 2004-05-27 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 108.42. Requested Quantity: 479 21670 21670 Stop 479 Sell 108.94 Pending Modify Sim1 Close 21668 479 Order 2004-05-27 00:00:00.011 [Sim]SPY Simulated order modify complete 21670 21670 Stop 479 Sell 108.42 Open Sim1 Close 21668 479 Order 2004-06-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 109.05. Requested Quantity: 479 21670 21670 Stop 479 Sell 108.42 Pending Modify Sim1 Close 21668 479 Order 2004-06-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21670 21670 Stop 479 Sell 109.05 Open Sim1 Close 21668 479 Order 2004-06-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 109.48. Requested Quantity: 479 21670 21670 Stop 479 Sell 109.05 Pending Modify Sim1 Close 21668 479 Order 2004-06-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21670 21670 Stop 479 Sell 109.48 Open Sim1 Close 21668 479 Order 2004-06-07 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 114.80 Ask: 114.81 Last: 114.81 21669 21669 Limit 479 Sell 114.56 Filled 114.56 479 Sim1 Close 21668 479 Fill 2004-06-07 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 114.80 Ask: 114.81 Last: 114.81 21669 21669 Limit 479 Sell 114.56 Filled 114.56 479 Sim1 Close 21668 21669.1 114.81 111.87 Order 2004-06-07 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21670 21670 Stop 479 Sell 109.48 Pending Cancel Sim1 Close 21668 Order 2004-06-07 00:00:00.005 [Sim]SPY Simulated order canceled 21670 21670 Stop 479 Sell 109.48 Canceled Sim1 Close 21668 Order 2004-08-03 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-08-02 00:00:00.000 \| Last: 110.93. Attached Order \| Client side OCO order 21672 Limit Sell 112.92 Pending Child-Client Sim1 Close 21671 Order 2004-08-03 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-08-02 00:00:00.000 \| Last: 110.93. Attached Order \| Client side OCO order 21673 Stop Sell 107.39 Pending Child-Client Sim1 Close 21671 Order 2004-08-03 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-08-02 00:00:00.000 \| Last: 110.93 21671 Limit 501 Buy 110.71 Order Sent Sim1 Open Order 2004-08-03 00:00:00.003 [Sim]SPY Simulated order accepted 21671 21671 Limit 501 Buy 110.71 Open Sim1 Open Order 2004-08-03 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 110.16 Ask: 110.17 Last: 110.16 21671 21671 Limit 501 Buy 110.71 Filled 110.71 501 Sim1 Open Fill 2004-08-03 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 110.16 Ask: 110.17 Last: 110.16 21671 21671 Limit 501 Buy 110.71 Filled 110.71 501 Sim1 Open 501 21671.1 Order 2004-08-03 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21672 Limit 501 Sell 112.92 Order Sent Sim1 Close 21671 501 Order 2004-08-03 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21673 Stop 501 Sell 107.39 Order Sent Sim1 Close 21671 501 Order 2004-08-03 00:00:00.008 [Sim]SPY Simulated order accepted 21672 21672 Limit 501 Sell 112.92 Open Sim1 Close 21671 501 Order 2004-08-03 00:00:00.009 [Sim]SPY Simulated order accepted 21673 21673 Stop 501 Sell 107.39 Open Sim1 Close 21671 501 Order 2004-08-03 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 108.22. Requested Quantity: 501 21673 21673 Stop 501 Sell 107.39 Pending Modify Sim1 Close 21671 501 Order 2004-08-03 00:00:00.011 [Sim]SPY Simulated order modify complete 21673 21673 Stop 501 Sell 108.22 Open Sim1 Close 21671 501 Order 2004-08-06 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 107.63 Ask: 107.64 Last: 107.63 21673 21673 Stop 501 Sell 108.22 Filled 107.63 501 Sim1 Close 21671 501 Fill 2004-08-06 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 107.63 Ask: 107.64 Last: 107.63 21673 21673 Stop 501 Sell 108.22 Filled 107.63 501 Sim1 Close 21671 21673.1 110.75 107.63 Order 2004-08-06 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21672 21672 Limit 501 Sell 112.92 Pending Cancel Sim1 Close 21671 Order 2004-08-06 00:00:00.003 [Sim]SPY Simulated order canceled 21672 21672 Limit 501 Sell 112.92 Canceled Sim1 Close 21671 Order 2004-11-08 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-11-05 00:00:00.000 \| Last: 116.979996. Attached Order \| Client side OCO order 21675 Limit Sell 119.09 Pending Child-Client Sim1 Close 21674 Order 2004-11-08 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-11-05 00:00:00.000 \| Last: 116.979996. Attached Order \| Client side OCO order 21676 Stop Sell 113.25 Pending Child-Client Sim1 Close 21674 Order 2004-11-08 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-11-05 00:00:00.000 \| Last: 116.979996 21674 Limit 455 Buy 116.75 Order Sent Sim1 Open Order 2004-11-08 00:00:00.003 [Sim]SPY Simulated order accepted 21674 21674 Limit 455 Buy 116.75 Open Sim1 Open Order 2004-11-08 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 116.72 Ask: 116.73 Last: 116.72 21674 21674 Limit 455 Buy 116.75 Filled 116.75 455 Sim1 Open Fill 2004-11-08 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 116.72 Ask: 116.73 Last: 116.72 21674 21674 Limit 455 Buy 116.75 Filled 116.75 455 Sim1 Open 455 21674.1 Order 2004-11-08 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21675 Limit 455 Sell 119.09 Order Sent Sim1 Close 21674 455 Order 2004-11-08 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21676 Stop 455 Sell 113.25 Order Sent Sim1 Close 21674 455 Order 2004-11-08 00:00:00.008 [Sim]SPY Simulated order accepted 21675 21675 Limit 455 Sell 119.09 Open Sim1 Close 21674 455 Order 2004-11-08 00:00:00.009 [Sim]SPY Simulated order accepted 21676 21676 Stop 455 Sell 113.25 Open Sim1 Close 21674 455 Order 2004-11-08 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 109.36. Requested Quantity: 455 21676 21676 Stop 455 Sell 113.25 Pending Modify Sim1 Close 21674 455 Order 2004-11-08 00:00:00.011 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 109.36 Open Sim1 Close 21674 455 Order 2004-11-09 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 109.89. Requested Quantity: 455 21676 21676 Stop 455 Sell 109.36 Pending Modify Sim1 Close 21674 455 Order 2004-11-09 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 109.89 Open Sim1 Close 21674 455 Order 2004-11-10 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 111.13. Requested Quantity: 455 21676 21676 Stop 455 Sell 109.89 Pending Modify Sim1 Close 21674 455 Order 2004-11-10 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 111.13 Open Sim1 Close 21674 455 Order 2004-11-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.50. Requested Quantity: 455 21676 21676 Stop 455 Sell 111.13 Pending Modify Sim1 Close 21674 455 Order 2004-11-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 112.50 Open Sim1 Close 21674 455 Order 2004-11-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.91. Requested Quantity: 455 21676 21676 Stop 455 Sell 112.50 Pending Modify Sim1 Close 21674 455 Order 2004-11-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 112.91 Open Sim1 Close 21674 455 Order 2004-11-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 113.21. Requested Quantity: 455 21676 21676 Stop 455 Sell 112.91 Pending Modify Sim1 Close 21674 455 Order 2004-11-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 113.21 Open Sim1 Close 21674 455 Order 2004-11-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 113.23. Requested Quantity: 455 21676 21676 Stop 455 Sell 113.21 Pending Modify Sim1 Close 21674 455 Order 2004-11-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 113.23 Open Sim1 Close 21674 455 Order 2004-11-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 114.25. Requested Quantity: 455 21676 21676 Stop 455 Sell 113.23 Pending Modify Sim1 Close 21674 455 Order 2004-11-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21676 21676 Stop 455 Sell 114.25 Open Sim1 Close 21674 455 Order 2004-11-17 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 119.13 Ask: 119.14 Last: 119.14 21675 21675 Limit 455 Sell 119.09 Filled 119.09 455 Sim1 Close 21674 455 Fill 2004-11-17 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 119.13 Ask: 119.14 Last: 119.14 21675 21675 Limit 455 Sell 119.09 Filled 119.09 455 Sim1 Close 21674 21675.1 119.14 116.76 Order 2004-11-17 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21676 21676 Stop 455 Sell 114.25 Pending Cancel Sim1 Close 21674 Order 2004-11-17 00:00:00.005 [Sim]SPY Simulated order canceled 21676 21676 Stop 455 Sell 114.25 Canceled Sim1 Close 21674 Order 2004-12-15 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-12-14 00:00:00.000 \| Last: 120.7. Attached Order \| Client side OCO order 21678 Limit Sell 122.87 Pending Child-Client Sim1 Close 21677 Order 2004-12-15 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-12-14 00:00:00.000 \| Last: 120.7. Attached Order \| Client side OCO order 21679 Stop Sell 116.85 Pending Child-Client Sim1 Close 21677 Order 2004-12-15 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2004-12-14 00:00:00.000 \| Last: 120.7 21677 Limit 454 Buy 120.46 Order Sent Sim1 Open Order 2004-12-15 00:00:00.003 [Sim]SPY Simulated order accepted 21677 21677 Limit 454 Buy 120.46 Open Sim1 Open Order 2004-12-15 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 120.31 Ask: 120.32 Last: 120.31 21677 21677 Limit 454 Buy 120.46 Filled 120.46 454 Sim1 Open Fill 2004-12-15 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 120.31 Ask: 120.32 Last: 120.31 21677 21677 Limit 454 Buy 120.46 Filled 120.46 454 Sim1 Open 454 21677.1 Order 2004-12-15 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21678 Limit 454 Sell 122.87 Order Sent Sim1 Close 21677 454 Order 2004-12-15 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21679 Stop 454 Sell 116.85 Order Sent Sim1 Close 21677 454 Order 2004-12-15 00:00:00.008 [Sim]SPY Simulated order accepted 21678 21678 Limit 454 Sell 122.87 Open Sim1 Close 21677 454 Order 2004-12-15 00:00:00.009 [Sim]SPY Simulated order accepted 21679 21679 Stop 454 Sell 116.85 Open Sim1 Close 21677 454 Order 2004-12-15 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.74. Requested Quantity: 454 21679 21679 Stop 454 Sell 116.85 Pending Modify Sim1 Close 21677 454 Order 2004-12-15 00:00:00.011 [Sim]SPY Simulated order modify complete 21679 21679 Stop 454 Sell 117.74 Open Sim1 Close 21677 454 Order 2004-12-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 118.86. Requested Quantity: 454 21679 21679 Stop 454 Sell 117.74 Pending Modify Sim1 Close 21677 454 Order 2004-12-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21679 21679 Stop 454 Sell 118.86 Open Sim1 Close 21677 454 Order 2004-12-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 119.01. Requested Quantity: 454 21679 21679 Stop 454 Sell 118.86 Pending Modify Sim1 Close 21677 454 Order 2004-12-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21679 21679 Stop 454 Sell 119.01 Open Sim1 Close 21677 454 Order 2005-01-04 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 118.44 Ask: 118.45 Last: 118.44 21679 21679 Stop 454 Sell 119.01 Filled 119.00 454 Sim1 Close 21677 454 Fill 2005-01-04 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 118.44 Ask: 118.45 Last: 118.44 21679 21679 Stop 454 Sell 119.01 Filled 119.00 454 Sim1 Close 21677 21679.1 121.76 118.44 Order 2005-01-04 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21678 21678 Limit 454 Sell 122.87 Pending Cancel Sim1 Close 21677 Order 2005-01-04 00:00:00.003 [Sim]SPY Simulated order canceled 21678 21678 Limit 454 Sell 122.87 Canceled Sim1 Close 21677 Order 2005-07-14 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-07-13 00:00:00.000 \| Last: 122.979996. Attached Order \| Client side OCO order 21681 Limit Sell 125.18 Pending Child-Client Sim1 Close 21680 Order 2005-07-14 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-07-13 00:00:00.000 \| Last: 122.979996. Attached Order \| Client side OCO order 21682 Stop Sell 119.05 Pending Child-Client Sim1 Close 21680 Order 2005-07-14 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-07-13 00:00:00.000 \| Last: 122.979996 21680 Limit 438 Buy 122.73 Order Sent Sim1 Open Order 2005-07-14 00:00:00.003 [Sim]SPY Simulated order accepted 21680 21680 Limit 438 Buy 122.73 Open Sim1 Open Order 2005-07-14 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 122.49 Ask: 122.50 Last: 122.49 21680 21680 Limit 438 Buy 122.73 Filled 122.73 438 Sim1 Open Fill 2005-07-14 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 122.49 Ask: 122.50 Last: 122.49 21680 21680 Limit 438 Buy 122.73 Filled 122.73 438 Sim1 Open 438 21680.1 Order 2005-07-14 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21681 Limit 438 Sell 125.18 Order Sent Sim1 Close 21680 438 Order 2005-07-14 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21682 Stop 438 Sell 119.05 Order Sent Sim1 Close 21680 438 Order 2005-07-14 00:00:00.008 [Sim]SPY Simulated order accepted 21681 21681 Limit 438 Sell 125.18 Open Sim1 Close 21680 438 Order 2005-07-14 00:00:00.009 [Sim]SPY Simulated order accepted 21682 21682 Stop 438 Sell 119.05 Open Sim1 Close 21680 438 Order 2005-07-14 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 118.27. Requested Quantity: 438 21682 21682 Stop 438 Sell 119.05 Pending Modify Sim1 Close 21680 438 Order 2005-07-14 00:00:00.011 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 118.27 Open Sim1 Close 21680 438 Order 2005-07-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 119.73. Requested Quantity: 438 21682 21682 Stop 438 Sell 118.27 Pending Modify Sim1 Close 21680 438 Order 2005-07-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 119.73 Open Sim1 Close 21680 438 Order 2005-07-25 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 121.32. Requested Quantity: 438 21682 21682 Stop 438 Sell 119.73 Pending Modify Sim1 Close 21680 438 Order 2005-07-25 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 121.32 Open Sim1 Close 21680 438 Order 2005-07-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 121.65. Requested Quantity: 438 21682 21682 Stop 438 Sell 121.32 Pending Modify Sim1 Close 21680 438 Order 2005-07-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 121.65 Open Sim1 Close 21680 438 Order 2005-07-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.00. Requested Quantity: 438 21682 21682 Stop 438 Sell 121.65 Pending Modify Sim1 Close 21680 438 Order 2005-07-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 122.00 Open Sim1 Close 21680 438 Order 2005-07-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.06. Requested Quantity: 438 21682 21682 Stop 438 Sell 122.00 Pending Modify Sim1 Close 21680 438 Order 2005-07-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 122.06 Open Sim1 Close 21680 438 Order 2005-08-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.31. Requested Quantity: 438 21682 21682 Stop 438 Sell 122.06 Pending Modify Sim1 Close 21680 438 Order 2005-08-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 122.31 Open Sim1 Close 21680 438 Order 2005-08-04 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.38. Requested Quantity: 438 21682 21682 Stop 438 Sell 122.31 Pending Modify Sim1 Close 21680 438 Order 2005-08-04 00:00:00.001 [Sim]SPY Simulated order modify complete 21682 21682 Stop 438 Sell 122.38 Open Sim1 Close 21680 438 Order 2005-08-08 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 122.38 Ask: 122.39 Last: 122.38 21682 21682 Stop 438 Sell 122.38 Filled 122.38 438 Sim1 Close 21680 438 Fill 2005-08-08 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 122.38 Ask: 122.39 Last: 122.38 21682 21682 Stop 438 Sell 122.38 Filled 122.38 438 Sim1 Close 21680 21682.1 124.74 122.05 Order 2005-08-08 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21681 21681 Limit 438 Sell 125.18 Pending Cancel Sim1 Close 21680 Order 2005-08-08 00:00:00.003 [Sim]SPY Simulated order canceled 21681 21681 Limit 438 Sell 125.18 Canceled Sim1 Close 21680 Order 2005-11-04 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-03 00:00:00.000 \| Last: 122.399994. Attached Order \| Client side OCO order 21684 Limit Sell 124.60 Pending Child-Client Sim1 Close 21683 Order 2005-11-04 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-03 00:00:00.000 \| Last: 122.399994. Attached Order \| Client side OCO order 21685 Stop Sell 118.50 Pending Child-Client Sim1 Close 21683 Order 2005-11-04 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-03 00:00:00.000 \| Last: 122.399994 21683 Limit 438 Buy 122.16 Order Sent Sim1 Open Order 2005-11-04 00:00:00.003 [Sim]SPY Simulated order accepted 21683 21683 Limit 438 Buy 122.16 Open Sim1 Open Order 2005-11-04 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 121.55 Ask: 121.56 Last: 121.55 21683 21683 Limit 438 Buy 122.16 Filled 122.16 438 Sim1 Open Fill 2005-11-04 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 121.55 Ask: 121.56 Last: 121.55 21683 21683 Limit 438 Buy 122.16 Filled 122.16 438 Sim1 Open 438 21683.1 Order 2005-11-04 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21684 Limit 438 Sell 124.60 Order Sent Sim1 Close 21683 438 Order 2005-11-04 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21685 Stop 438 Sell 118.50 Order Sent Sim1 Close 21683 438 Order 2005-11-04 00:00:00.008 [Sim]SPY Simulated order accepted 21684 21684 Limit 438 Sell 124.60 Open Sim1 Close 21683 438 Order 2005-11-04 00:00:00.009 [Sim]SPY Simulated order accepted 21685 21685 Stop 438 Sell 118.50 Open Sim1 Close 21683 438 Order 2005-11-04 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.52. Requested Quantity: 438 21685 21685 Stop 438 Sell 118.50 Pending Modify Sim1 Close 21683 438 Order 2005-11-04 00:00:00.011 [Sim]SPY Simulated order modify complete 21685 21685 Stop 438 Sell 117.52 Open Sim1 Close 21683 438 Order 2005-11-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.94. Requested Quantity: 438 21685 21685 Stop 438 Sell 117.52 Pending Modify Sim1 Close 21683 438 Order 2005-11-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21685 21685 Stop 438 Sell 117.94 Open Sim1 Close 21683 438 Order 2005-11-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 118.11. Requested Quantity: 438 21685 21685 Stop 438 Sell 117.94 Pending Modify Sim1 Close 21683 438 Order 2005-11-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21685 21685 Stop 438 Sell 118.11 Open Sim1 Close 21683 438 Order 2005-11-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 120.14. Requested Quantity: 438 21685 21685 Stop 438 Sell 118.11 Pending Modify Sim1 Close 21683 438 Order 2005-11-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21685 21685 Stop 438 Sell 120.14 Open Sim1 Close 21683 438 Order 2005-11-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 121.56. Requested Quantity: 438 21685 21685 Stop 438 Sell 120.14 Pending Modify Sim1 Close 21683 438 Order 2005-11-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21685 21685 Stop 438 Sell 121.56 Open Sim1 Close 21683 438 Order 2005-11-17 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 124.64 Ask: 124.65 Last: 124.65 21684 21684 Limit 438 Sell 124.60 Filled 124.60 438 Sim1 Close 21683 438 Fill 2005-11-17 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 124.64 Ask: 124.65 Last: 124.65 21684 21684 Limit 438 Sell 124.60 Filled 124.60 438 Sim1 Close 21683 21684.1 124.65 121.75 Order 2005-11-17 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21685 21685 Stop 438 Sell 121.56 Pending Cancel Sim1 Close 21683 Order 2005-11-17 00:00:00.005 [Sim]SPY Simulated order canceled 21685 21685 Stop 438 Sell 121.56 Canceled Sim1 Close 21683 Order 2005-11-23 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-22 00:00:00.000 \| Last: 126.25. Attached Order \| Client side OCO order 21687 Limit Sell 128.52 Pending Child-Client Sim1 Close 21686 Order 2005-11-23 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-22 00:00:00.000 \| Last: 126.25. Attached Order \| Client side OCO order 21688 Stop Sell 122.22 Pending Child-Client Sim1 Close 21686 Order 2005-11-23 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2005-11-22 00:00:00.000 \| Last: 126.25 21686 Limit 437 Buy 126.00 Order Sent Sim1 Open Order 2005-11-23 00:00:00.003 [Sim]SPY Simulated order accepted 21686 21686 Limit 437 Buy 126.00 Open Sim1 Open Order 2005-11-30 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 125.29 Ask: 125.30 Last: 125.29 21686 21686 Limit 437 Buy 126.00 Filled 126.00 437 Sim1 Open Fill 2005-11-30 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 125.29 Ask: 125.30 Last: 125.29 21686 21686 Limit 437 Buy 126.00 Filled 126.00 437 Sim1 Open 437 21686.1 Order 2005-11-30 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21687 Limit 437 Sell 128.52 Order Sent Sim1 Close 21686 437 Order 2005-11-30 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21688 Stop 437 Sell 122.22 Order Sent Sim1 Close 21686 437 Order 2005-11-30 00:00:00.004 [Sim]SPY Simulated order accepted 21687 21687 Limit 437 Sell 128.52 Open Sim1 Close 21686 437 Order 2005-11-30 00:00:00.005 [Sim]SPY Simulated order accepted 21688 21688 Stop 437 Sell 122.22 Open Sim1 Close 21686 437 Order 2005-11-30 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.87. Requested Quantity: 437 21688 21688 Stop 437 Sell 122.22 Pending Modify Sim1 Close 21686 437 Order 2005-11-30 00:00:00.007 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 122.87 Open Sim1 Close 21686 437 Order 2005-12-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.99. Requested Quantity: 437 21688 21688 Stop 437 Sell 122.87 Pending Modify Sim1 Close 21686 437 Order 2005-12-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 122.99 Open Sim1 Close 21686 437 Order 2005-12-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.15. Requested Quantity: 437 21688 21688 Stop 437 Sell 122.99 Pending Modify Sim1 Close 21686 437 Order 2005-12-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 123.15 Open Sim1 Close 21686 437 Order 2005-12-05 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 124.34. Requested Quantity: 437 21688 21688 Stop 437 Sell 123.15 Pending Modify Sim1 Close 21686 437 Order 2005-12-05 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 124.34 Open Sim1 Close 21686 437 Order 2005-12-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 124.99. Requested Quantity: 437 21688 21688 Stop 437 Sell 124.34 Pending Modify Sim1 Close 21686 437 Order 2005-12-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 124.99 Open Sim1 Close 21686 437 Order 2005-12-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 125.30. Requested Quantity: 437 21688 21688 Stop 437 Sell 124.99 Pending Modify Sim1 Close 21686 437 Order 2005-12-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 125.30 Open Sim1 Close 21686 437 Order 2005-12-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 125.49. Requested Quantity: 437 21688 21688 Stop 437 Sell 125.30 Pending Modify Sim1 Close 21686 437 Order 2005-12-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21688 21688 Stop 437 Sell 125.49 Open Sim1 Close 21686 437 Order 2005-12-16 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 128.56 Ask: 128.57 Last: 128.57 21687 21687 Limit 437 Sell 128.52 Filled 128.52 437 Sim1 Close 21686 437 Fill 2005-12-16 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 128.56 Ask: 128.57 Last: 128.57 21687 21687 Limit 437 Sell 128.52 Filled 128.52 437 Sim1 Close 21686 21687.1 128.57 125.41 Order 2005-12-16 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21688 21688 Stop 437 Sell 125.49 Pending Cancel Sim1 Close 21686 Order 2005-12-16 00:00:00.003 [Sim]SPY Simulated order canceled 21688 21688 Stop 437 Sell 125.49 Canceled Sim1 Close 21686 Order 2006-01-10 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-09 00:00:00.000 \| Last: 128.39. Attached Order \| Client side OCO order 21690 Limit Sell 130.69 Pending Child-Client Sim1 Close 21689 Order 2006-01-10 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-09 00:00:00.000 \| Last: 128.39. Attached Order \| Client side OCO order 21691 Stop Sell 124.29 Pending Child-Client Sim1 Close 21689 Order 2006-01-10 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-09 00:00:00.000 \| Last: 128.39 21689 Limit 443 Buy 128.13 Order Sent Sim1 Open Order 2006-01-10 00:00:00.003 [Sim]SPY Simulated order accepted 21689 21689 Limit 443 Buy 128.13 Open Sim1 Open Order 2006-01-17 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 127.81 Ask: 127.82 Last: 127.81 21689 21689 Limit 443 Buy 128.13 Filled 128.13 443 Sim1 Open Fill 2006-01-17 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 127.81 Ask: 127.82 Last: 127.81 21689 21689 Limit 443 Buy 128.13 Filled 128.13 443 Sim1 Open 443 21689.1 Order 2006-01-17 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21690 Limit 443 Sell 130.69 Order Sent Sim1 Close 21689 443 Order 2006-01-17 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21691 Stop 443 Sell 124.29 Order Sent Sim1 Close 21689 443 Order 2006-01-17 00:00:00.004 [Sim]SPY Simulated order accepted 21690 21690 Limit 443 Sell 130.69 Open Sim1 Close 21689 443 Order 2006-01-17 00:00:00.005 [Sim]SPY Simulated order accepted 21691 21691 Stop 443 Sell 124.29 Open Sim1 Close 21689 443 Order 2006-01-17 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 124.37. Requested Quantity: 443 21691 21691 Stop 443 Sell 124.29 Pending Modify Sim1 Close 21689 443 Order 2006-01-17 00:00:00.007 [Sim]SPY Simulated order modify complete 21691 21691 Stop 443 Sell 124.37 Open Sim1 Close 21689 443 Order 2006-01-18 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 124.40. Requested Quantity: 443 21691 21691 Stop 443 Sell 124.37 Pending Modify Sim1 Close 21689 443 Order 2006-01-18 00:00:00.001 [Sim]SPY Simulated order modify complete 21691 21691 Stop 443 Sell 124.40 Open Sim1 Close 21689 443 Order 2006-01-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.71. Requested Quantity: 443 21691 21691 Stop 443 Sell 124.40 Pending Modify Sim1 Close 21689 443 Order 2006-01-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21691 21691 Stop 443 Sell 126.71 Open Sim1 Close 21689 443 Order 2006-01-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.89. Requested Quantity: 443 21691 21691 Stop 443 Sell 126.71 Pending Modify Sim1 Close 21689 443 Order 2006-01-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21691 21691 Stop 443 Sell 126.89 Open Sim1 Close 21689 443 Order 2006-01-20 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 125.97 Ask: 125.98 Last: 125.97 21691 21691 Stop 443 Sell 126.89 Filled 126.88 443 Sim1 Close 21689 443 Fill 2006-01-20 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 125.97 Ask: 125.98 Last: 125.97 21691 21691 Stop 443 Sell 126.89 Filled 126.88 443 Sim1 Close 21689 21691.1 128.90 125.97 Order 2006-01-20 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21690 21690 Limit 443 Sell 130.69 Pending Cancel Sim1 Close 21689 Order 2006-01-20 00:00:00.005 [Sim]SPY Simulated order canceled 21690 21690 Limit 443 Sell 130.69 Canceled Sim1 Close 21689 Order 2006-01-30 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-27 00:00:00.000 \| Last: 128.44. Attached Order \| Client side OCO order 21693 Limit Sell 130.74 Pending Child-Client Sim1 Close 21692 Order 2006-01-30 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-27 00:00:00.000 \| Last: 128.44. Attached Order \| Client side OCO order 21694 Stop Sell 124.33 Pending Child-Client Sim1 Close 21692 Order 2006-01-30 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-01-27 00:00:00.000 \| Last: 128.44 21692 Limit 436 Buy 128.18 Order Sent Sim1 Open Order 2006-01-30 00:00:00.003 [Sim]SPY Simulated order accepted 21692 21692 Limit 436 Buy 128.18 Open Sim1 Open Order 2006-01-31 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 127.49 Ask: 127.50 Last: 127.49 21692 21692 Limit 436 Buy 128.18 Filled 128.18 436 Sim1 Open Fill 2006-01-31 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 127.49 Ask: 127.50 Last: 127.49 21692 21692 Limit 436 Buy 128.18 Filled 128.18 436 Sim1 Open 436 21692.1 Order 2006-01-31 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21693 Limit 436 Sell 130.74 Order Sent Sim1 Close 21692 436 Order 2006-01-31 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21694 Stop 436 Sell 124.33 Order Sent Sim1 Close 21692 436 Order 2006-01-31 00:00:00.004 [Sim]SPY Simulated order accepted 21693 21693 Limit 436 Sell 130.74 Open Sim1 Close 21692 436 Order 2006-01-31 00:00:00.005 [Sim]SPY Simulated order accepted 21694 21694 Stop 436 Sell 124.33 Open Sim1 Close 21692 436 Order 2006-01-31 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 125.85. Requested Quantity: 436 21694 21694 Stop 436 Sell 124.33 Pending Modify Sim1 Close 21692 436 Order 2006-01-31 00:00:00.007 [Sim]SPY Simulated order modify complete 21694 21694 Stop 436 Sell 125.85 Open Sim1 Close 21692 436 Order 2006-02-07 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 125.40 Ask: 125.41 Last: 125.40 21694 21694 Stop 436 Sell 125.85 Filled 125.84 436 Sim1 Close 21692 436 Fill 2006-02-07 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 125.40 Ask: 125.41 Last: 125.40 21694 21694 Stop 436 Sell 125.85 Filled 125.84 436 Sim1 Close 21692 21694.1 128.43 125.40 Order 2006-02-07 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21693 21693 Limit 436 Sell 130.74 Pending Cancel Sim1 Close 21692 Order 2006-02-07 00:00:00.003 [Sim]SPY Simulated order canceled 21693 21693 Limit 436 Sell 130.74 Canceled Sim1 Close 21692 Order 2006-03-17 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-03-16 00:00:00.000 \| Last: 130.68. Attached Order \| Client side OCO order 21696 Limit Sell 133.03 Pending Child-Client Sim1 Close 21695 Order 2006-03-17 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-03-16 00:00:00.000 \| Last: 130.68. Attached Order \| Client side OCO order 21697 Stop Sell 126.51 Pending Child-Client Sim1 Close 21695 Order 2006-03-17 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-03-16 00:00:00.000 \| Last: 130.68 21695 Limit 417 Buy 130.42 Order Sent Sim1 Open Order 2006-03-17 00:00:00.003 [Sim]SPY Simulated order accepted 21695 21695 Limit 417 Buy 130.42 Open Sim1 Open Order 2006-03-17 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 130.38 Ask: 130.39 Last: 130.38 21695 21695 Limit 417 Buy 130.42 Filled 130.42 417 Sim1 Open Fill 2006-03-17 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 130.38 Ask: 130.39 Last: 130.38 21695 21695 Limit 417 Buy 130.42 Filled 130.42 417 Sim1 Open 417 21695.1 Order 2006-03-17 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21696 Limit 417 Sell 133.03 Order Sent Sim1 Close 21695 417 Order 2006-03-17 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21697 Stop 417 Sell 126.51 Order Sent Sim1 Close 21695 417 Order 2006-03-17 00:00:00.008 [Sim]SPY Simulated order accepted 21696 21696 Limit 417 Sell 133.03 Open Sim1 Close 21695 417 Order 2006-03-17 00:00:00.009 [Sim]SPY Simulated order accepted 21697 21697 Stop 417 Sell 126.51 Open Sim1 Close 21695 417 Order 2006-03-17 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.19. Requested Quantity: 417 21697 21697 Stop 417 Sell 126.51 Pending Modify Sim1 Close 21695 417 Order 2006-03-17 00:00:00.011 [Sim]SPY Simulated order modify complete 21697 21697 Stop 417 Sell 127.19 Open Sim1 Close 21695 417 Order 2006-03-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.39. Requested Quantity: 417 21697 21697 Stop 417 Sell 127.19 Pending Modify Sim1 Close 21695 417 Order 2006-03-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21697 21697 Stop 417 Sell 127.39 Open Sim1 Close 21695 417 Order 2006-03-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.45. Requested Quantity: 417 21697 21697 Stop 417 Sell 127.39 Pending Modify Sim1 Close 21695 417 Order 2006-03-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21697 21697 Stop 417 Sell 127.45 Open Sim1 Close 21695 417 Order 2006-03-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 128.54. Requested Quantity: 417 21697 21697 Stop 417 Sell 127.45 Pending Modify Sim1 Close 21695 417 Order 2006-03-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21697 21697 Stop 417 Sell 128.54 Open Sim1 Close 21695 417 Order 2006-03-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 128.62. Requested Quantity: 417 21697 21697 Stop 417 Sell 128.54 Pending Modify Sim1 Close 21695 417 Order 2006-03-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21697 21697 Stop 417 Sell 128.62 Open Sim1 Close 21695 417 Order 2006-03-28 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 128.29 Ask: 128.30 Last: 128.29 21697 21697 Stop 417 Sell 128.62 Filled 128.61 417 Sim1 Close 21695 417 Fill 2006-03-28 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 128.29 Ask: 128.30 Last: 128.29 21697 21697 Stop 417 Sell 128.62 Filled 128.61 417 Sim1 Close 21695 21697.1 130.99 128.29 Order 2006-03-28 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21696 21696 Limit 417 Sell 133.03 Pending Cancel Sim1 Close 21695 Order 2006-03-28 00:00:00.005 [Sim]SPY Simulated order canceled 21696 21696 Limit 417 Sell 133.03 Canceled Sim1 Close 21695 Order 2006-08-21 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-08-18 00:00:00.000 \| Last: 130.18. Attached Order \| Client side OCO order 21699 Limit Sell 132.52 Pending Child-Client Sim1 Close 21698 Order 2006-08-21 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-08-18 00:00:00.000 \| Last: 130.18. Attached Order \| Client side OCO order 21700 Stop Sell 126.02 Pending Child-Client Sim1 Close 21698 Order 2006-08-21 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-08-18 00:00:00.000 \| Last: 130.18 21698 Limit 410 Buy 129.92 Order Sent Sim1 Open Order 2006-08-21 00:00:00.003 [Sim]SPY Simulated order accepted 21698 21698 Limit 410 Buy 129.92 Open Sim1 Open Order 2006-08-21 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 129.80 Ask: 129.81 Last: 129.80 21698 21698 Limit 410 Buy 129.92 Filled 129.92 410 Sim1 Open Fill 2006-08-21 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 129.80 Ask: 129.81 Last: 129.80 21698 21698 Limit 410 Buy 129.92 Filled 129.92 410 Sim1 Open 410 21698.1 Order 2006-08-21 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21699 Limit 410 Sell 132.52 Order Sent Sim1 Close 21698 410 Order 2006-08-21 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21700 Stop 410 Sell 126.02 Order Sent Sim1 Close 21698 410 Order 2006-08-21 00:00:00.008 [Sim]SPY Simulated order accepted 21699 21699 Limit 410 Sell 132.52 Open Sim1 Close 21698 410 Order 2006-08-21 00:00:00.009 [Sim]SPY Simulated order accepted 21700 21700 Stop 410 Sell 126.02 Open Sim1 Close 21698 410 Order 2006-08-21 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.29. Requested Quantity: 410 21700 21700 Stop 410 Sell 126.02 Pending Modify Sim1 Close 21698 410 Order 2006-08-21 00:00:00.011 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 126.29 Open Sim1 Close 21698 410 Order 2006-08-25 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.40. Requested Quantity: 410 21700 21700 Stop 410 Sell 126.29 Pending Modify Sim1 Close 21698 410 Order 2006-08-25 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 126.40 Open Sim1 Close 21698 410 Order 2006-08-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.93. Requested Quantity: 410 21700 21700 Stop 410 Sell 126.40 Pending Modify Sim1 Close 21698 410 Order 2006-08-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 126.93 Open Sim1 Close 21698 410 Order 2006-08-29 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.91. Requested Quantity: 410 21700 21700 Stop 410 Sell 126.93 Pending Modify Sim1 Close 21698 410 Order 2006-08-29 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 127.91 Open Sim1 Close 21698 410 Order 2006-08-30 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.05. Requested Quantity: 410 21700 21700 Stop 410 Sell 127.91 Pending Modify Sim1 Close 21698 410 Order 2006-08-30 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 129.05 Open Sim1 Close 21698 410 Order 2006-08-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.20. Requested Quantity: 410 21700 21700 Stop 410 Sell 129.05 Pending Modify Sim1 Close 21698 410 Order 2006-08-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 129.20 Open Sim1 Close 21698 410 Order 2006-09-08 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.36. Requested Quantity: 410 21700 21700 Stop 410 Sell 129.20 Pending Modify Sim1 Close 21698 410 Order 2006-09-08 00:00:00.001 [Sim]SPY Simulated order modify complete 21700 21700 Stop 410 Sell 129.36 Open Sim1 Close 21698 410 Order 2006-09-15 00:00:00.000 [Sim]SPY Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2006-09-14 00:00:00.000 21699 21699 Limit 410 Sell 132.52 Open Sim1 Close 21698 Order 2006-09-15 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2006-09-14 00:00:00.000 21699 21699 Limit 410 Sell 132.52 Pending Cancel Sim1 Close 21698 410 Order 2006-09-15 00:00:00.002 [Sim]SPY Simulated order canceled 21699 21699 Limit 410 Sell 132.52 Canceled Sim1 Close 21698 410 Order 2006-09-15 00:00:00.003 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2006-09-14 00:00:00.000 21700 21700 Stop 410 Sell 129.36 Pending Cancel Sim1 Close 21698 410 Order 2006-09-15 00:00:00.004 [Sim]SPY Simulated order canceled 21700 21700 Stop 410 Sell 129.36 Canceled Sim1 Close 21698 410 Order 2006-09-15 00:00:00.005 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-09-14 00:00:00.000 \| Last: 132.31. Attached Order \| Client side OCO order 21702 Limit Sell 134.69 Pending Child-Client Sim1 Close 21701 410 Order 2006-09-15 00:00:00.006 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-09-14 00:00:00.000 \| Last: 132.31. Attached Order \| Client side OCO order 21703 Stop Sell 128.09 Pending Child-Client Sim1 Close 21701 410 Order 2006-09-15 00:00:00.007 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-09-14 00:00:00.000 \| Last: 132.31 21701 Limit 403 Buy 132.05 Order Sent Sim1 Open 410 Order 2006-09-15 00:00:00.008 [Sim]SPY Simulated order accepted 21701 21701 Limit 403 Buy 132.05 Open Sim1 Open 410 Order 2006-09-15 00:00:00.009 [Sim]SPY Trade simulation fill. Bid: 131.68 Ask: 131.69 Last: 131.68 21701 21701 Limit 403 Buy 132.05 Filled 132.05 403 Sim1 Open 410 Fill 2006-09-15 00:00:00.010 [Sim]SPY Trade simulation fill. Bid: 131.68 Ask: 131.69 Last: 131.68 21701 21701 Limit 403 Buy 132.05 Filled 132.05 403 Sim1 Open 813 21701.1 132.45 129.19 Order 2006-09-15 00:00:00.011 [Sim]SPY Auto-sent child from parent fill 21702 Limit 403 Sell 134.69 Order Sent Sim1 Close 21701 813 Order 2006-09-15 00:00:00.012 [Sim]SPY Auto-sent child from parent fill 21703 Stop 403 Sell 128.09 Order Sent Sim1 Close 21701 813 Order 2006-09-15 00:00:00.013 [Sim]SPY Simulated order accepted 21702 21702 Limit 403 Sell 134.69 Open Sim1 Close 21701 813 Order 2006-09-15 00:00:00.014 [Sim]SPY Simulated order accepted 21703 21703 Stop 403 Sell 128.09 Open Sim1 Close 21701 813 Order 2006-09-15 00:00:00.015 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.36. Requested Quantity: 403 21703 21703 Stop 403 Sell 128.09 Pending Modify Sim1 Close 21701 813 Order 2006-09-15 00:00:00.016 [Sim]SPY Simulated order modify complete 21703 21703 Stop 403 Sell 129.36 Open Sim1 Close 21701 813 Order 2006-09-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.49. Requested Quantity: 403 21703 21703 Stop 403 Sell 129.36 Pending Modify Sim1 Close 21701 813 Order 2006-09-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21703 21703 Stop 403 Sell 129.49 Open Sim1 Close 21701 813 Order 2006-09-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 130.38. Requested Quantity: 403 21703 21703 Stop 403 Sell 129.49 Pending Modify Sim1 Close 21701 813 Order 2006-09-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21703 21703 Stop 403 Sell 130.38 Open Sim1 Close 21701 813 Order 2006-09-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 131.01. Requested Quantity: 403 21703 21703 Stop 403 Sell 130.38 Pending Modify Sim1 Close 21701 813 Order 2006-09-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21703 21703 Stop 403 Sell 131.01 Open Sim1 Close 21701 813 Order 2006-10-04 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 134.99 Ask: 135.00 Last: 135.00 21702 21702 Limit 403 Sell 134.69 Filled 134.69 403 Sim1 Close 21701 813 Fill 2006-10-04 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 134.99 Ask: 135.00 Last: 135.00 21702 21702 Limit 403 Sell 134.69 Filled 134.69 403 Sim1 Close 21701 410 21702.1 135.00 131.00 Order 2006-10-04 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21703 21703 Stop 403 Sell 131.01 Pending Cancel Sim1 Close 21701 410 Order 2006-10-04 00:00:00.003 [Sim]SPY Simulated order canceled 21703 21703 Stop 403 Sell 131.01 Canceled Sim1 Close 21701 410 Order 2006-10-25 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-10-24 00:00:00.000 \| Last: 137.73999. Attached Order \| Client side OCO order 21705 Limit Sell 140.21 Pending Child-Client Sim1 Close 21704 410 Order 2006-10-25 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-10-24 00:00:00.000 \| Last: 137.73999. Attached Order \| Client side OCO order 21706 Stop Sell 133.34 Pending Child-Client Sim1 Close 21704 410 Order 2006-10-25 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-10-24 00:00:00.000 \| Last: 137.73999 21704 Limit 408 Buy 137.46 Order Sent Sim1 Open 410 Order 2006-10-25 00:00:00.003 [Sim]SPY Simulated order accepted 21704 21704 Limit 408 Buy 137.46 Open Sim1 Open 410 Order 2006-10-30 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 137.40 Ask: 137.41 Last: 137.40 21704 21704 Limit 408 Buy 137.46 Filled 137.46 408 Sim1 Open 410 Fill 2006-10-30 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 137.40 Ask: 137.41 Last: 137.40 21704 21704 Limit 408 Buy 137.46 Filled 137.46 408 Sim1 Open 818 21704.1 139.00 125.35 Order 2006-10-30 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21705 Limit 408 Sell 140.21 Order Sent Sim1 Close 21704 818 Order 2006-10-30 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21706 Stop 408 Sell 133.34 Order Sent Sim1 Close 21704 818 Order 2006-10-30 00:00:00.004 [Sim]SPY Simulated order accepted 21705 21705 Limit 408 Sell 140.21 Open Sim1 Close 21704 818 Order 2006-10-30 00:00:00.005 [Sim]SPY Simulated order accepted 21706 21706 Stop 408 Sell 133.34 Open Sim1 Close 21704 818 Order 2006-10-30 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 135.68. Requested Quantity: 408 21706 21706 Stop 408 Sell 133.34 Pending Modify Sim1 Close 21704 818 Order 2006-10-30 00:00:00.007 [Sim]SPY Simulated order modify complete 21706 21706 Stop 408 Sell 135.68 Open Sim1 Close 21704 818 Order 2006-11-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 136.11. Requested Quantity: 408 21706 21706 Stop 408 Sell 135.68 Pending Modify Sim1 Close 21704 818 Order 2006-11-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21706 21706 Stop 408 Sell 136.11 Open Sim1 Close 21704 818 Order 2006-11-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 136.24. Requested Quantity: 408 21706 21706 Stop 408 Sell 136.11 Pending Modify Sim1 Close 21704 818 Order 2006-11-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21706 21706 Stop 408 Sell 136.24 Open Sim1 Close 21704 818 Order 2006-11-03 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 136.34. Requested Quantity: 408 21706 21706 Stop 408 Sell 136.24 Pending Modify Sim1 Close 21704 818 Order 2006-11-03 00:00:00.001 [Sim]SPY Simulated order modify complete 21706 21706 Stop 408 Sell 136.34 Open Sim1 Close 21704 818 Order 2006-11-03 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 135.62 Ask: 135.63 Last: 135.62 21706 21706 Stop 408 Sell 136.34 Filled 136.33 408 Sim1 Close 21704 818 Fill 2006-11-03 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 135.62 Ask: 135.63 Last: 135.62 21706 21706 Stop 408 Sell 136.34 Filled 136.33 408 Sim1 Close 21704 410 21706.1 138.31 135.62 Order 2006-11-03 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21705 21705 Limit 408 Sell 140.21 Pending Cancel Sim1 Close 21704 410 Order 2006-11-03 00:00:00.005 [Sim]SPY Simulated order canceled 21705 21705 Limit 408 Sell 140.21 Canceled Sim1 Close 21704 410 Order 2006-11-17 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-11-16 00:00:00.000 \| Last: 139.93. Attached Order \| Client side OCO order 21708 Limit Sell 142.44 Pending Child-Client Sim1 Close 21707 410 Order 2006-11-17 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-11-16 00:00:00.000 \| Last: 139.93. Attached Order \| Client side OCO order 21709 Stop Sell 135.46 Pending Child-Client Sim1 Close 21707 410 Order 2006-11-17 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2006-11-16 00:00:00.000 \| Last: 139.93 21707 Limit 421 Buy 139.65 Order Sent Sim1 Open 410 Order 2006-11-17 00:00:00.003 [Sim]SPY Simulated order accepted 21707 21707 Limit 421 Buy 139.65 Open Sim1 Open 410 Order 2006-11-27 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 138.38 Ask: 138.39 Last: 138.38 21707 21707 Limit 421 Buy 139.65 Filled 139.65 421 Sim1 Open 410 Fill 2006-11-27 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 138.38 Ask: 138.39 Last: 138.38 21707 21707 Limit 421 Buy 139.65 Filled 139.65 421 Sim1 Open 831 21707.1 141.16 136.54 Order 2006-11-27 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21708 Limit 421 Sell 142.44 Order Sent Sim1 Close 21707 831 Order 2006-11-27 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21709 Stop 421 Sell 135.46 Order Sent Sim1 Close 21707 831 Order 2006-11-27 00:00:00.004 [Sim]SPY Simulated order accepted 21708 21708 Limit 421 Sell 142.44 Open Sim1 Close 21707 831 Order 2006-11-27 00:00:00.005 [Sim]SPY Simulated order accepted 21709 21709 Stop 421 Sell 135.46 Open Sim1 Close 21707 831 Order 2006-11-27 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 137.73. Requested Quantity: 421 21709 21709 Stop 421 Sell 135.46 Pending Modify Sim1 Close 21707 831 Order 2006-11-27 00:00:00.007 [Sim]SPY Simulated order modify complete 21709 21709 Stop 421 Sell 137.73 Open Sim1 Close 21707 831 Order 2006-11-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.08. Requested Quantity: 421 21709 21709 Stop 421 Sell 137.73 Pending Modify Sim1 Close 21707 831 Order 2006-11-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21709 21709 Stop 421 Sell 138.08 Open Sim1 Close 21707 831 Order 2006-11-29 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.12. Requested Quantity: 421 21709 21709 Stop 421 Sell 138.08 Pending Modify Sim1 Close 21707 831 Order 2006-11-29 00:00:00.001 [Sim]SPY Simulated order modify complete 21709 21709 Stop 421 Sell 138.12 Open Sim1 Close 21707 831 Order 2006-12-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.98. Requested Quantity: 421 21709 21709 Stop 421 Sell 138.12 Pending Modify Sim1 Close 21707 831 Order 2006-12-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21709 21709 Stop 421 Sell 138.98 Open Sim1 Close 21707 831 Order 2006-12-14 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 143.23 Ask: 143.24 Last: 143.24 21708 21708 Limit 421 Sell 142.44 Filled 142.44 421 Sim1 Close 21707 831 Fill 2006-12-14 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 143.23 Ask: 143.24 Last: 143.24 21708 21708 Limit 421 Sell 142.44 Filled 142.44 421 Sim1 Close 21707 410 21708.1 143.24 138.11 Order 2006-12-14 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21709 21709 Stop 421 Sell 138.98 Pending Cancel Sim1 Close 21707 410 Order 2006-12-14 00:00:00.003 [Sim]SPY Simulated order canceled 21709 21709 Stop 421 Sell 138.98 Canceled Sim1 Close 21707 410 Order 2007-02-06 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-02-05 00:00:00.000 \| Last: 144.97. Attached Order \| Client side OCO order 21711 Limit Sell 147.57 Pending Child-Client Sim1 Close 21710 410 Order 2007-02-06 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-02-05 00:00:00.000 \| Last: 144.97. Attached Order \| Client side OCO order 21712 Stop Sell 140.34 Pending Child-Client Sim1 Close 21710 410 Order 2007-02-06 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-02-05 00:00:00.000 \| Last: 144.97 21710 Limit 428 Buy 144.68 Order Sent Sim1 Open 410 Order 2007-02-06 00:00:00.003 [Sim]SPY Simulated order accepted 21710 21710 Limit 428 Buy 144.68 Open Sim1 Open 410 Order 2007-02-06 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 144.33 Ask: 144.34 Last: 144.33 21710 21710 Limit 428 Buy 144.68 Filled 144.68 428 Sim1 Open 410 Fill 2007-02-06 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 144.33 Ask: 144.34 Last: 144.33 21710 21710 Limit 428 Buy 144.68 Filled 144.68 428 Sim1 Open 838 21710.1 144.97 140.25 Order 2007-02-06 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21711 Limit 428 Sell 147.57 Order Sent Sim1 Close 21710 838 Order 2007-02-06 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21712 Stop 428 Sell 140.34 Order Sent Sim1 Close 21710 838 Order 2007-02-06 00:00:00.008 [Sim]SPY Simulated order accepted 21711 21711 Limit 428 Sell 147.57 Open Sim1 Close 21710 838 Order 2007-02-06 00:00:00.009 [Sim]SPY Simulated order accepted 21712 21712 Stop 428 Sell 140.34 Open Sim1 Close 21710 838 Order 2007-02-06 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 141.59. Requested Quantity: 428 21712 21712 Stop 428 Sell 140.34 Pending Modify Sim1 Close 21710 838 Order 2007-02-06 00:00:00.011 [Sim]SPY Simulated order modify complete 21712 21712 Stop 428 Sell 141.59 Open Sim1 Close 21710 838 Order 2007-02-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 141.75. Requested Quantity: 428 21712 21712 Stop 428 Sell 141.59 Pending Modify Sim1 Close 21710 838 Order 2007-02-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21712 21712 Stop 428 Sell 141.75 Open Sim1 Close 21710 838 Order 2007-02-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 142.07. Requested Quantity: 428 21712 21712 Stop 428 Sell 141.75 Pending Modify Sim1 Close 21710 838 Order 2007-02-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21712 21712 Stop 428 Sell 142.07 Open Sim1 Close 21710 838 Order 2007-02-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 142.41. Requested Quantity: 428 21712 21712 Stop 428 Sell 142.07 Pending Modify Sim1 Close 21710 838 Order 2007-02-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21712 21712 Stop 428 Sell 142.41 Open Sim1 Close 21710 838 Order 2007-02-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 143.20. Requested Quantity: 428 21712 21712 Stop 428 Sell 142.41 Pending Modify Sim1 Close 21710 838 Order 2007-02-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21712 21712 Stop 428 Sell 143.20 Open Sim1 Close 21710 838 Order 2007-02-27 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 139.00 Ask: 139.01 Last: 139.00 21712 21712 Stop 428 Sell 143.20 Filled 143.19 428 Sim1 Close 21710 838 Fill 2007-02-27 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 139.00 Ask: 139.01 Last: 139.00 21712 21712 Stop 428 Sell 143.20 Filled 143.19 428 Sim1 Close 21710 410 21712.1 146.42 139.00 Order 2007-02-27 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21711 21711 Limit 428 Sell 147.57 Pending Cancel Sim1 Close 21710 410 Order 2007-02-27 00:00:00.003 [Sim]SPY Simulated order canceled 21711 21711 Limit 428 Sell 147.57 Canceled Sim1 Close 21710 410 Order 2007-04-05 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-04 00:00:00.000 \| Last: 143.67. Attached Order \| Client side OCO order 21714 Limit Sell 146.25 Pending Child-Client Sim1 Close 21713 410 Order 2007-04-05 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-04 00:00:00.000 \| Last: 143.67. Attached Order \| Client side OCO order 21715 Stop Sell 139.08 Pending Child-Client Sim1 Close 21713 410 Order 2007-04-05 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-04 00:00:00.000 \| Last: 143.67 21713 Limit 446 Buy 143.38 Order Sent Sim1 Open 410 Order 2007-04-05 00:00:00.003 [Sim]SPY Simulated order accepted 21713 21713 Limit 446 Buy 143.38 Open Sim1 Open 410 Order 2007-04-12 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 143.34 Ask: 143.35 Last: 143.34 21713 21713 Limit 446 Buy 143.38 Filled 143.38 446 Sim1 Open 410 Fill 2007-04-12 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 143.34 Ask: 143.35 Last: 143.34 21713 21713 Limit 446 Buy 143.38 Filled 143.38 446 Sim1 Open 856 21713.1 144.86 136.75 Order 2007-04-12 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21714 Limit 446 Sell 146.25 Order Sent Sim1 Close 21713 856 Order 2007-04-12 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21715 Stop 446 Sell 139.08 Order Sent Sim1 Close 21713 856 Order 2007-04-12 00:00:00.004 [Sim]SPY Simulated order accepted 21714 21714 Limit 446 Sell 146.25 Open Sim1 Close 21713 856 Order 2007-04-12 00:00:00.005 [Sim]SPY Simulated order accepted 21715 21715 Stop 446 Sell 139.08 Open Sim1 Close 21713 856 Order 2007-04-12 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 140.57. Requested Quantity: 446 21715 21715 Stop 446 Sell 139.08 Pending Modify Sim1 Close 21713 856 Order 2007-04-12 00:00:00.007 [Sim]SPY Simulated order modify complete 21715 21715 Stop 446 Sell 140.57 Open Sim1 Close 21713 856 Order 2007-04-16 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 146.85 Ask: 146.86 Last: 146.86 21714 21714 Limit 446 Sell 146.25 Filled 146.25 446 Sim1 Close 21713 856 Fill 2007-04-16 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 146.85 Ask: 146.86 Last: 146.86 21714 21714 Limit 446 Sell 146.25 Filled 146.25 446 Sim1 Close 21713 410 21714.1 146.86 144.36 Order 2007-04-16 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21715 21715 Stop 446 Sell 140.57 Pending Cancel Sim1 Close 21713 410 Order 2007-04-16 00:00:00.003 [Sim]SPY Simulated order canceled 21715 21715 Stop 446 Sell 140.57 Canceled Sim1 Close 21713 410 Order 2007-04-19 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-18 00:00:00.000 \| Last: 146.55. Attached Order \| Client side OCO order 21717 Limit Sell 149.19 Pending Child-Client Sim1 Close 21716 410 Order 2007-04-19 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-18 00:00:00.000 \| Last: 146.55. Attached Order \| Client side OCO order 21718 Stop Sell 141.87 Pending Child-Client Sim1 Close 21716 410 Order 2007-04-19 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-04-18 00:00:00.000 \| Last: 146.55 21716 Limit 445 Buy 146.26 Order Sent Sim1 Open 410 Order 2007-04-19 00:00:00.003 [Sim]SPY Simulated order accepted 21716 21716 Limit 445 Buy 146.26 Open Sim1 Open 410 Order 2007-05-08 00:00:00.000 [Sim]SPY Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2007-05-07 00:00:00.000 21716 21716 Limit 445 Buy 146.26 Open Sim1 Open Order 2007-05-08 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2007-05-07 00:00:00.000 21716 21716 Limit 445 Buy 146.26 Pending Cancel Sim1 Open 410 Order 2007-05-08 00:00:00.002 [Sim]SPY Simulated order canceled 21716 21716 Limit 445 Buy 146.26 Canceled Sim1 Open 410 Order 2007-05-08 00:00:00.003 [Sim]SPY Canceling child orders of internal order ID 21716. Internal cancel 21717 Limit Sell 149.19 Pending Cancel Sim1 Close 21716 410 Order 2007-05-08 00:00:00.004 [Sim]SPY Canceling child orders of internal order ID 21716. Internal cancel 21717 Limit Sell 149.19 Canceled Sim1 Close 21716 410 Order 2007-05-08 00:00:00.005 [Sim]SPY Canceling child orders of internal order ID 21716. Internal cancel 21718 Stop Sell 141.87 Pending Cancel Sim1 Close 21716 410 Order 2007-05-08 00:00:00.006 [Sim]SPY Canceling child orders of internal order ID 21716. Internal cancel 21718 Stop Sell 141.87 Canceled Sim1 Close 21716 410 Order 2007-05-08 00:00:00.007 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21717 Limit Sell 149.19 Canceled Sim1 Close 410 Order 2007-05-08 00:00:00.008 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21718 Stop Sell 141.87 Canceled Sim1 Close 410 Order 2007-05-08 00:00:00.009 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-05-07 00:00:00.000 \| Last: 150.58. Attached Order \| Client side OCO order 21720 Limit Sell 153.29 Pending Child-Client Sim1 Close 21719 410 Order 2007-05-08 00:00:00.010 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-05-07 00:00:00.000 \| Last: 150.58. Attached Order \| Client side OCO order 21721 Stop Sell 145.77 Pending Child-Client Sim1 Close 21719 410 Order 2007-05-08 00:00:00.011 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2007-05-07 00:00:00.000 \| Last: 150.58 21719 Limit 433 Buy 150.28 Order Sent Sim1 Open 410 Order 2007-05-08 00:00:00.012 [Sim]SPY Simulated order accepted 21719 21719 Limit 433 Buy 150.28 Open Sim1 Open 410 Order 2007-05-08 00:00:00.013 [Sim]SPY Trade simulation fill. Bid: 150.13 Ask: 150.14 Last: 150.13 21719 21719 Limit 433 Buy 150.28 Filled 150.28 433 Sim1 Open 410 Fill 2007-05-08 00:00:00.014 [Sim]SPY Trade simulation fill. Bid: 150.13 Ask: 150.14 Last: 150.13 21719 21719 Limit 433 Buy 150.28 Filled 150.28 433 Sim1 Open 843 21719.1 151.20 146.36 Order 2007-05-08 00:00:00.015 [Sim]SPY Auto-sent child from parent fill 21720 Limit 433 Sell 153.29 Order Sent Sim1 Close 21719 843 Order 2007-05-08 00:00:00.016 [Sim]SPY Auto-sent child from parent fill 21721 Stop 433 Sell 145.77 Order Sent Sim1 Close 21719 843 Order 2007-05-08 00:00:00.017 [Sim]SPY Simulated order accepted 21720 21720 Limit 433 Sell 153.29 Open Sim1 Close 21719 843 Order 2007-05-08 00:00:00.018 [Sim]SPY Simulated order accepted 21721 21721 Stop 433 Sell 145.77 Open Sim1 Close 21719 843 Order 2007-05-08 00:00:00.019 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 147.33. Requested Quantity: 433 21721 21721 Stop 433 Sell 145.77 Pending Modify Sim1 Close 21719 843 Order 2007-05-08 00:00:00.020 [Sim]SPY Simulated order modify complete 21721 21721 Stop 433 Sell 147.33 Open Sim1 Close 21719 843 Order 2007-05-09 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 147.68. Requested Quantity: 433 21721 21721 Stop 433 Sell 147.33 Pending Modify Sim1 Close 21719 843 Order 2007-05-09 00:00:00.001 [Sim]SPY Simulated order modify complete 21721 21721 Stop 433 Sell 147.68 Open Sim1 Close 21719 843 Order 2007-05-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 148.76. Requested Quantity: 433 21721 21721 Stop 433 Sell 147.68 Pending Modify Sim1 Close 21719 843 Order 2007-05-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21721 21721 Stop 433 Sell 148.76 Open Sim1 Close 21719 843 Order 2007-05-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.06. Requested Quantity: 433 21721 21721 Stop 433 Sell 148.76 Pending Modify Sim1 Close 21719 843 Order 2007-05-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21721 21721 Stop 433 Sell 149.06 Open Sim1 Close 21719 843 Order 2007-05-18 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.28. Requested Quantity: 433 21721 21721 Stop 433 Sell 149.06 Pending Modify Sim1 Close 21719 843 Order 2007-05-18 00:00:00.001 [Sim]SPY Simulated order modify complete 21721 21721 Stop 433 Sell 149.28 Open Sim1 Close 21719 843 Order 2007-05-23 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 153.49 Ask: 153.50 Last: 153.50 21720 21720 Limit 433 Sell 153.29 Filled 153.29 433 Sim1 Close 21719 843 Fill 2007-05-23 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 153.49 Ask: 153.50 Last: 153.50 21720 21720 Limit 433 Sell 153.29 Filled 153.29 433 Sim1 Close 21719 410 21720.1 153.50 149.27 Order 2007-05-23 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21721 21721 Stop 433 Sell 149.28 Pending Cancel Sim1 Close 21719 410 Order 2007-05-23 00:00:00.003 [Sim]SPY Simulated order canceled 21721 21721 Stop 433 Sell 149.28 Canceled Sim1 Close 21719 410 Order 2008-04-22 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-04-21 00:00:00.000 \| Last: 138.19. Attached Order \| Client side OCO order 21723 Limit Sell 140.67 Pending Child-Client Sim1 Close 21722 410 Order 2008-04-22 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-04-21 00:00:00.000 \| Last: 138.19. Attached Order \| Client side OCO order 21724 Stop Sell 133.77 Pending Child-Client Sim1 Close 21722 410 Order 2008-04-22 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-04-21 00:00:00.000 \| Last: 138.19 21722 Limit 517 Buy 137.91 Order Sent Sim1 Open 410 Order 2008-04-22 00:00:00.003 [Sim]SPY Simulated order accepted 21722 21722 Limit 517 Buy 137.91 Open Sim1 Open 410 Order 2008-04-22 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 136.64 Ask: 136.65 Last: 136.64 21722 21722 Limit 517 Buy 137.91 Filled 137.91 517 Sim1 Open 410 Fill 2008-04-22 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 136.64 Ask: 136.65 Last: 136.64 21722 21722 Limit 517 Buy 137.91 Filled 137.91 517 Sim1 Open 927 21722.1 157.52 126.00 Order 2008-04-22 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21723 Limit 517 Sell 140.67 Order Sent Sim1 Close 21722 927 Order 2008-04-22 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21724 Stop 517 Sell 133.77 Order Sent Sim1 Close 21722 927 Order 2008-04-22 00:00:00.008 [Sim]SPY Simulated order accepted 21723 21723 Limit 517 Sell 140.67 Open Sim1 Close 21722 927 Order 2008-04-22 00:00:00.009 [Sim]SPY Simulated order accepted 21724 21724 Stop 517 Sell 133.77 Open Sim1 Close 21722 927 Order 2008-04-22 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 132.34. Requested Quantity: 517 21724 21724 Stop 517 Sell 133.77 Pending Modify Sim1 Close 21722 927 Order 2008-04-22 00:00:00.011 [Sim]SPY Simulated order modify complete 21724 21724 Stop 517 Sell 132.34 Open Sim1 Close 21722 927 Order 2008-04-30 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 134.41. Requested Quantity: 517 21724 21724 Stop 517 Sell 132.34 Pending Modify Sim1 Close 21722 927 Order 2008-04-30 00:00:00.001 [Sim]SPY Simulated order modify complete 21724 21724 Stop 517 Sell 134.41 Open Sim1 Close 21722 927 Order 2008-05-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 135.67. Requested Quantity: 517 21724 21724 Stop 517 Sell 134.41 Pending Modify Sim1 Close 21722 927 Order 2008-05-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21724 21724 Stop 517 Sell 135.67 Open Sim1 Close 21722 927 Order 2008-05-01 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 141.11 Ask: 141.12 Last: 141.12 21723 21723 Limit 517 Sell 140.67 Filled 140.67 517 Sim1 Close 21722 927 Fill 2008-05-01 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 141.11 Ask: 141.12 Last: 141.12 21723 21723 Limit 517 Sell 140.67 Filled 140.67 517 Sim1 Close 21722 410 21723.1 141.12 137.04 Order 2008-05-01 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21724 21724 Stop 517 Sell 135.67 Pending Cancel Sim1 Close 21722 410 Order 2008-05-01 00:00:00.005 [Sim]SPY Simulated order canceled 21724 21724 Stop 517 Sell 135.67 Canceled Sim1 Close 21722 410 Order 2008-05-19 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-05-16 00:00:00.000 \| Last: 142.81. Attached Order \| Client side OCO order 21726 Limit Sell 145.37 Pending Child-Client Sim1 Close 21725 410 Order 2008-05-19 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-05-16 00:00:00.000 \| Last: 142.81. Attached Order \| Client side OCO order 21727 Stop Sell 138.24 Pending Child-Client Sim1 Close 21725 410 Order 2008-05-19 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-05-16 00:00:00.000 \| Last: 142.81 21725 Limit 462 Buy 142.52 Order Sent Sim1 Open 410 Order 2008-05-19 00:00:00.003 [Sim]SPY Simulated order accepted 21725 21725 Limit 462 Buy 142.52 Open Sim1 Open 410 Order 2008-05-19 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 142.30 Ask: 142.31 Last: 142.30 21725 21725 Limit 462 Buy 142.52 Filled 142.52 462 Sim1 Open 410 Fill 2008-05-19 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 142.30 Ask: 142.31 Last: 142.30 21725 21725 Limit 462 Buy 142.52 Filled 142.52 462 Sim1 Open 872 21725.1 144.30 138.45 Order 2008-05-19 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21726 Limit 462 Sell 145.37 Order Sent Sim1 Close 21725 872 Order 2008-05-19 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21727 Stop 462 Sell 138.24 Order Sent Sim1 Close 21725 872 Order 2008-05-19 00:00:00.008 [Sim]SPY Simulated order accepted 21726 21726 Limit 462 Sell 145.37 Open Sim1 Close 21725 872 Order 2008-05-19 00:00:00.009 [Sim]SPY Simulated order accepted 21727 21727 Stop 462 Sell 138.24 Open Sim1 Close 21725 872 Order 2008-05-19 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.46. Requested Quantity: 462 21727 21727 Stop 462 Sell 138.24 Pending Modify Sim1 Close 21725 872 Order 2008-05-19 00:00:00.011 [Sim]SPY Simulated order modify complete 21727 21727 Stop 462 Sell 138.46 Open Sim1 Close 21725 872 Order 2008-05-23 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 137.52 Ask: 137.53 Last: 137.52 21727 21727 Stop 462 Sell 138.46 Filled 138.45 462 Sim1 Close 21725 872 Fill 2008-05-23 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 137.52 Ask: 137.53 Last: 137.52 21727 21727 Stop 462 Sell 138.46 Filled 138.45 462 Sim1 Close 21725 410 21727.1 143.05 137.52 Order 2008-05-23 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21726 21726 Limit 462 Sell 145.37 Pending Cancel Sim1 Close 21725 410 Order 2008-05-23 00:00:00.003 [Sim]SPY Simulated order canceled 21726 21726 Limit 462 Sell 145.37 Canceled Sim1 Close 21725 410 Order 2008-07-23 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-07-22 00:00:00.000 \| Last: 127.89. Attached Order \| Client side OCO order 21729 Limit Sell 130.18 Pending Child-Client Sim1 Close 21728 410 Order 2008-07-23 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-07-22 00:00:00.000 \| Last: 127.89. Attached Order \| Client side OCO order 21730 Stop Sell 123.80 Pending Child-Client Sim1 Close 21728 410 Order 2008-07-23 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2008-07-22 00:00:00.000 \| Last: 127.89 21728 Limit 516 Buy 127.63 Order Sent Sim1 Open 410 Order 2008-07-23 00:00:00.003 [Sim]SPY Simulated order accepted 21728 21728 Limit 516 Buy 127.63 Open Sim1 Open 410 Order 2008-07-23 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 127.55 Ask: 127.56 Last: 127.55 21728 21728 Limit 516 Buy 127.63 Filled 127.63 516 Sim1 Open 410 Fill 2008-07-23 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 127.55 Ask: 127.56 Last: 127.55 21728 21728 Limit 516 Buy 127.63 Filled 127.63 516 Sim1 Open 926 21728.1 140.93 120.02 Order 2008-07-23 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21729 Limit 516 Sell 130.18 Order Sent Sim1 Close 21728 926 Order 2008-07-23 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21730 Stop 516 Sell 123.80 Order Sent Sim1 Close 21728 926 Order 2008-07-23 00:00:00.008 [Sim]SPY Simulated order accepted 21729 21729 Limit 516 Sell 130.18 Open Sim1 Close 21728 926 Order 2008-07-23 00:00:00.009 [Sim]SPY Simulated order accepted 21730 21730 Stop 516 Sell 123.80 Open Sim1 Close 21728 926 Order 2008-07-23 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 120.03. Requested Quantity: 516 21730 21730 Stop 516 Sell 123.80 Pending Modify Sim1 Close 21728 926 Order 2008-07-23 00:00:00.011 [Sim]SPY Simulated order modify complete 21730 21730 Stop 516 Sell 120.03 Open Sim1 Close 21728 926 Order 2008-07-30 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 121.11. Requested Quantity: 516 21730 21730 Stop 516 Sell 120.03 Pending Modify Sim1 Close 21728 926 Order 2008-07-30 00:00:00.001 [Sim]SPY Simulated order modify complete 21730 21730 Stop 516 Sell 121.11 Open Sim1 Close 21728 926 Order 2008-07-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.43. Requested Quantity: 516 21730 21730 Stop 516 Sell 121.11 Pending Modify Sim1 Close 21728 926 Order 2008-07-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21730 21730 Stop 516 Sell 123.43 Open Sim1 Close 21728 926 Order 2008-08-11 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 131.50 Ask: 131.51 Last: 131.51 21729 21729 Limit 516 Sell 130.18 Filled 130.18 516 Sim1 Close 21728 926 Fill 2008-08-11 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 131.50 Ask: 131.51 Last: 131.51 21729 21729 Limit 516 Sell 130.18 Filled 130.18 516 Sim1 Close 21728 410 21729.1 131.51 123.42 Order 2008-08-11 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21730 21730 Stop 516 Sell 123.43 Pending Cancel Sim1 Close 21728 410 Order 2008-08-11 00:00:00.003 [Sim]SPY Simulated order canceled 21730 21730 Stop 516 Sell 123.43 Canceled Sim1 Close 21728 410 Order 2009-09-11 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-09-10 00:00:00.000 \| Last: 104.99. Attached Order \| Client side OCO order 21732 Limit Sell 106.88 Pending Child-Client Sim1 Close 21731 410 Order 2009-09-11 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-09-10 00:00:00.000 \| Last: 104.99. Attached Order \| Client side OCO order 21733 Stop Sell 101.64 Pending Child-Client Sim1 Close 21731 410 Order 2009-09-11 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-09-10 00:00:00.000 \| Last: 104.99 21731 Limit 560 Buy 104.78 Order Sent Sim1 Open 410 Order 2009-09-11 00:00:00.003 [Sim]SPY Simulated order accepted 21731 21731 Limit 560 Buy 104.78 Open Sim1 Open 410 Order 2009-09-11 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 104.28 Ask: 104.29 Last: 104.28 21731 21731 Limit 560 Buy 104.78 Filled 104.78 560 Sim1 Open 410 Fill 2009-09-11 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 104.28 Ask: 104.29 Last: 104.28 21731 21731 Limit 560 Buy 104.78 Filled 104.78 560 Sim1 Open 970 21731.1 130.71 67.10 Order 2009-09-11 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21732 Limit 560 Sell 106.88 Order Sent Sim1 Close 21731 970 Order 2009-09-11 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21733 Stop 560 Sell 101.64 Order Sent Sim1 Close 21731 970 Order 2009-09-11 00:00:00.008 [Sim]SPY Simulated order accepted 21732 21732 Limit 560 Sell 106.88 Open Sim1 Close 21731 970 Order 2009-09-11 00:00:00.009 [Sim]SPY Simulated order accepted 21733 21733 Stop 560 Sell 101.64 Open Sim1 Close 21731 970 Order 2009-09-11 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 99.58. Requested Quantity: 560 21733 21733 Stop 560 Sell 101.64 Pending Modify Sim1 Close 21731 970 Order 2009-09-11 00:00:00.011 [Sim]SPY Simulated order modify complete 21733 21733 Stop 560 Sell 99.58 Open Sim1 Close 21731 970 Order 2009-09-16 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 107.33 Ask: 107.34 Last: 107.34 21732 21732 Limit 560 Sell 106.88 Filled 106.88 560 Sim1 Close 21731 970 Fill 2009-09-16 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 107.33 Ask: 107.34 Last: 107.34 21732 21732 Limit 560 Sell 106.88 Filled 106.88 560 Sim1 Close 21731 410 21732.1 107.34 103.15 Order 2009-09-16 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21733 21733 Stop 560 Sell 99.58 Pending Cancel Sim1 Close 21731 410 Order 2009-09-16 00:00:00.003 [Sim]SPY Simulated order canceled 21733 21733 Stop 560 Sell 99.58 Canceled Sim1 Close 21731 410 Order 2009-10-12 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-10-09 00:00:00.000 \| Last: 107.759995. Attached Order \| Client side OCO order 21735 Limit Sell 109.69 Pending Child-Client Sim1 Close 21734 410 Order 2009-10-12 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-10-09 00:00:00.000 \| Last: 107.759995. Attached Order \| Client side OCO order 21736 Stop Sell 104.31 Pending Child-Client Sim1 Close 21734 410 Order 2009-10-12 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-10-09 00:00:00.000 \| Last: 107.759995 21734 Limit 432 Buy 107.54 Order Sent Sim1 Open 410 Order 2009-10-12 00:00:00.003 [Sim]SPY Simulated order accepted 21734 21734 Limit 432 Buy 107.54 Open Sim1 Open 410 Order 2009-10-12 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 107.28 Ask: 107.29 Last: 107.28 21734 21734 Limit 432 Buy 107.54 Filled 107.54 432 Sim1 Open 410 Fill 2009-10-12 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 107.28 Ask: 107.29 Last: 107.28 21734 21734 Limit 432 Buy 107.54 Filled 107.54 432 Sim1 Open 842 21734.1 108.09 101.99 Order 2009-10-12 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21735 Limit 432 Sell 109.69 Order Sent Sim1 Close 21734 842 Order 2009-10-12 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21736 Stop 432 Sell 104.31 Order Sent Sim1 Close 21734 842 Order 2009-10-12 00:00:00.008 [Sim]SPY Simulated order accepted 21735 21735 Limit 432 Sell 109.69 Open Sim1 Close 21734 842 Order 2009-10-12 00:00:00.009 [Sim]SPY Simulated order accepted 21736 21736 Stop 432 Sell 104.31 Open Sim1 Close 21734 842 Order 2009-10-12 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 102.00. Requested Quantity: 432 21736 21736 Stop 432 Sell 104.31 Pending Modify Sim1 Close 21734 842 Order 2009-10-12 00:00:00.011 [Sim]SPY Simulated order modify complete 21736 21736 Stop 432 Sell 102.00 Open Sim1 Close 21734 842 Order 2009-10-15 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 109.70 Ask: 109.71 Last: 109.71 21735 21735 Limit 432 Sell 109.69 Filled 109.69 432 Sim1 Close 21734 842 Fill 2009-10-15 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 109.70 Ask: 109.71 Last: 109.71 21735 21735 Limit 432 Sell 109.69 Filled 109.69 432 Sim1 Close 21734 410 21735.1 109.71 106.76 Order 2009-10-15 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21736 21736 Stop 432 Sell 102.00 Pending Cancel Sim1 Close 21734 410 Order 2009-10-15 00:00:00.003 [Sim]SPY Simulated order canceled 21736 21736 Stop 432 Sell 102.00 Canceled Sim1 Close 21734 410 Order 2009-11-09 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-11-06 00:00:00.000 \| Last: 107.95. Attached Order \| Client side OCO order 21738 Limit Sell 109.88 Pending Child-Client Sim1 Close 21737 410 Order 2009-11-09 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-11-06 00:00:00.000 \| Last: 107.95. Attached Order \| Client side OCO order 21739 Stop Sell 104.50 Pending Child-Client Sim1 Close 21737 410 Order 2009-11-09 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-11-06 00:00:00.000 \| Last: 107.95 21737 Limit 460 Buy 107.73 Order Sent Sim1 Open 410 Order 2009-11-09 00:00:00.003 [Sim]SPY Simulated order accepted 21737 21737 Limit 460 Buy 107.73 Open Sim1 Open 410 Order 2009-12-28 00:00:00.000 [Sim]SPY Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2009-12-24 00:00:00.000 21737 21737 Limit 460 Buy 107.73 Open Sim1 Open Order 2009-12-28 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2009-12-24 00:00:00.000 21737 21737 Limit 460 Buy 107.73 Pending Cancel Sim1 Open 410 Order 2009-12-28 00:00:00.002 [Sim]SPY Simulated order canceled 21737 21737 Limit 460 Buy 107.73 Canceled Sim1 Open 410 Order 2009-12-28 00:00:00.003 [Sim]SPY Canceling child orders of internal order ID 21737. Internal cancel 21738 Limit Sell 109.88 Pending Cancel Sim1 Close 21737 410 Order 2009-12-28 00:00:00.004 [Sim]SPY Canceling child orders of internal order ID 21737. Internal cancel 21738 Limit Sell 109.88 Canceled Sim1 Close 21737 410 Order 2009-12-28 00:00:00.005 [Sim]SPY Canceling child orders of internal order ID 21737. Internal cancel 21739 Stop Sell 104.50 Pending Cancel Sim1 Close 21737 410 Order 2009-12-28 00:00:00.006 [Sim]SPY Canceling child orders of internal order ID 21737. Internal cancel 21739 Stop Sell 104.50 Canceled Sim1 Close 21737 410 Order 2009-12-28 00:00:00.007 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21738 Limit Sell 109.88 Canceled Sim1 Close 410 Order 2009-12-28 00:00:00.008 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21739 Stop Sell 104.50 Canceled Sim1 Close 410 Order 2009-12-28 00:00:00.009 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-12-24 00:00:00.000 \| Last: 112.899994. Attached Order \| Client side OCO order 21741 Limit Sell 114.92 Pending Child-Client Sim1 Close 21740 410 Order 2009-12-28 00:00:00.010 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-12-24 00:00:00.000 \| Last: 112.899994. Attached Order \| Client side OCO order 21742 Stop Sell 109.29 Pending Child-Client Sim1 Close 21740 410 Order 2009-12-28 00:00:00.011 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2009-12-24 00:00:00.000 \| Last: 112.899994 21740 Limit 439 Buy 112.67 Order Sent Sim1 Open 410 Order 2009-12-28 00:00:00.012 [Sim]SPY Simulated order accepted 21740 21740 Limit 439 Buy 112.67 Open Sim1 Open 410 Order 2009-12-28 00:00:00.013 [Sim]SPY Trade simulation fill. Bid: 112.32 Ask: 112.33 Last: 112.32 21740 21740 Limit 439 Buy 112.67 Filled 112.67 439 Sim1 Open 410 Fill 2009-12-28 00:00:00.014 [Sim]SPY Trade simulation fill. Bid: 112.32 Ask: 112.33 Last: 112.32 21740 21740 Limit 439 Buy 112.67 Filled 112.67 439 Sim1 Open 849 21740.1 112.90 103.08 Order 2009-12-28 00:00:00.015 [Sim]SPY Auto-sent child from parent fill 21741 Limit 439 Sell 114.92 Order Sent Sim1 Close 21740 849 Order 2009-12-28 00:00:00.016 [Sim]SPY Auto-sent child from parent fill 21742 Stop 439 Sell 109.29 Order Sent Sim1 Close 21740 849 Order 2009-12-28 00:00:00.017 [Sim]SPY Simulated order accepted 21741 21741 Limit 439 Sell 114.92 Open Sim1 Close 21740 849 Order 2009-12-28 00:00:00.018 [Sim]SPY Simulated order accepted 21742 21742 Stop 439 Sell 109.29 Open Sim1 Close 21740 849 Order 2010-01-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 110.77. Requested Quantity: 439 21742 21742 Stop 439 Sell 109.29 Pending Modify Sim1 Close 21740 849 Order 2010-01-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21742 21742 Stop 439 Sell 110.77 Open Sim1 Close 21740 849 Order 2010-01-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 111.40. Requested Quantity: 439 21742 21742 Stop 439 Sell 110.77 Pending Modify Sim1 Close 21740 849 Order 2010-01-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21742 21742 Stop 439 Sell 111.40 Open Sim1 Close 21740 849 Order 2010-01-11 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 115.07 Ask: 115.08 Last: 115.08 21741 21741 Limit 439 Sell 114.92 Filled 115.07 439 Sim1 Close 21740 849 Fill 2010-01-11 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 115.07 Ask: 115.08 Last: 115.08 21741 21741 Limit 439 Sell 114.92 Filled 115.07 439 Sim1 Close 21740 410 21741.1 115.08 111.39 Order 2010-01-11 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21742 21742 Stop 439 Sell 111.40 Pending Cancel Sim1 Close 21740 410 Order 2010-01-11 00:00:00.003 [Sim]SPY Simulated order canceled 21742 21742 Stop 439 Sell 111.40 Canceled Sim1 Close 21740 410 Order 2010-01-11 00:00:00.004 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-01-08 00:00:00.000 \| Last: 115.079994. Attached Order \| Client side OCO order 21744 Limit Sell 117.15 Pending Child-Client Sim1 Close 21743 410 Order 2010-01-11 00:00:00.005 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-01-08 00:00:00.000 \| Last: 115.079994. Attached Order \| Client side OCO order 21745 Stop Sell 111.40 Pending Child-Client Sim1 Close 21743 410 Order 2010-01-11 00:00:00.006 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-01-08 00:00:00.000 \| Last: 115.079994 21743 Limit 472 Buy 114.85 Order Sent Sim1 Open 410 Order 2010-01-11 00:00:00.007 [Sim]SPY Simulated order accepted 21743 21743 Limit 472 Buy 114.85 Open Sim1 Open 410 Order 2010-01-11 00:00:00.008 [Sim]SPY Trade simulation fill. Bid: 114.24 Ask: 114.25 Last: 114.24 21743 21743 Limit 472 Buy 114.85 Filled 114.85 472 Sim1 Open 410 Fill 2010-01-11 00:00:00.009 [Sim]SPY Trade simulation fill. Bid: 114.24 Ask: 114.25 Last: 114.24 21743 21743 Limit 472 Buy 114.85 Filled 114.85 472 Sim1 Open 882 21743.1 114.24 114.24 Order 2010-01-11 00:00:00.010 [Sim]SPY Auto-sent child from parent fill 21744 Limit 472 Sell 117.15 Order Sent Sim1 Close 21743 882 Order 2010-01-11 00:00:00.011 [Sim]SPY Auto-sent child from parent fill 21745 Stop 472 Sell 111.40 Order Sent Sim1 Close 21743 882 Order 2010-01-11 00:00:00.012 [Sim]SPY Simulated order accepted 21744 21744 Limit 472 Sell 117.15 Open Sim1 Close 21743 882 Order 2010-01-11 00:00:00.013 [Sim]SPY Simulated order accepted 21745 21745 Stop 472 Sell 111.40 Open Sim1 Close 21743 882 Order 2010-01-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 111.52. Requested Quantity: 472 21745 21745 Stop 472 Sell 111.40 Pending Modify Sim1 Close 21743 882 Order 2010-01-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21745 21745 Stop 472 Sell 111.52 Open Sim1 Close 21743 882 Order 2010-01-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.86. Requested Quantity: 472 21745 21745 Stop 472 Sell 111.52 Pending Modify Sim1 Close 21743 882 Order 2010-01-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21745 21745 Stop 472 Sell 112.86 Open Sim1 Close 21743 882 Order 2010-01-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 112.99. Requested Quantity: 472 21745 21745 Stop 472 Sell 112.86 Pending Modify Sim1 Close 21743 882 Order 2010-01-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21745 21745 Stop 472 Sell 112.99 Open Sim1 Close 21743 882 Order 2010-01-21 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 111.56 Ask: 111.57 Last: 111.56 21745 21745 Stop 472 Sell 112.99 Filled 112.98 472 Sim1 Close 21743 882 Fill 2010-01-21 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 111.56 Ask: 111.57 Last: 111.56 21745 21745 Stop 472 Sell 112.99 Filled 112.98 472 Sim1 Close 21743 410 21745.1 115.14 111.56 Order 2010-01-21 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21744 21744 Limit 472 Sell 117.15 Pending Cancel Sim1 Close 21743 410 Order 2010-01-21 00:00:00.005 [Sim]SPY Simulated order canceled 21744 21744 Limit 472 Sell 117.15 Canceled Sim1 Close 21743 410 Order 2010-02-23 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-02-22 00:00:00.000 \| Last: 110.86. Attached Order \| Client side OCO order 21747 Limit Sell 112.85 Pending Child-Client Sim1 Close 21746 410 Order 2010-02-23 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-02-22 00:00:00.000 \| Last: 110.86. Attached Order \| Client side OCO order 21748 Stop Sell 107.32 Pending Child-Client Sim1 Close 21746 410 Order 2010-02-23 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-02-22 00:00:00.000 \| Last: 110.86 21746 Limit 490 Buy 110.64 Order Sent Sim1 Open 410 Order 2010-02-23 00:00:00.003 [Sim]SPY Simulated order accepted 21746 21746 Limit 490 Buy 110.64 Open Sim1 Open 410 Order 2010-02-23 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 109.52 Ask: 109.53 Last: 109.52 21746 21746 Limit 490 Buy 110.64 Filled 110.64 490 Sim1 Open 410 Fill 2010-02-23 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 109.52 Ask: 109.53 Last: 109.52 21746 21746 Limit 490 Buy 110.64 Filled 110.64 490 Sim1 Open 900 21746.1 111.74 104.58 Order 2010-02-23 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21747 Limit 490 Sell 112.85 Order Sent Sim1 Close 21746 900 Order 2010-02-23 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21748 Stop 490 Sell 107.32 Order Sent Sim1 Close 21746 900 Order 2010-02-23 00:00:00.008 [Sim]SPY Simulated order accepted 21747 21747 Limit 490 Sell 112.85 Open Sim1 Close 21746 900 Order 2010-02-23 00:00:00.009 [Sim]SPY Simulated order accepted 21748 21748 Stop 490 Sell 107.32 Open Sim1 Close 21746 900 Order 2010-02-23 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 105.82. Requested Quantity: 490 21748 21748 Stop 490 Sell 107.32 Pending Modify Sim1 Close 21746 900 Order 2010-02-23 00:00:00.011 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 105.82 Open Sim1 Close 21746 900 Order 2010-02-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 106.12. Requested Quantity: 490 21748 21748 Stop 490 Sell 105.82 Pending Modify Sim1 Close 21746 900 Order 2010-02-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 106.12 Open Sim1 Close 21746 900 Order 2010-02-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 106.26. Requested Quantity: 490 21748 21748 Stop 490 Sell 106.12 Pending Modify Sim1 Close 21746 900 Order 2010-02-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 106.26 Open Sim1 Close 21746 900 Order 2010-03-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 106.52. Requested Quantity: 490 21748 21748 Stop 490 Sell 106.26 Pending Modify Sim1 Close 21746 900 Order 2010-03-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 106.52 Open Sim1 Close 21746 900 Order 2010-03-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 107.83. Requested Quantity: 490 21748 21748 Stop 490 Sell 106.52 Pending Modify Sim1 Close 21746 900 Order 2010-03-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 107.83 Open Sim1 Close 21746 900 Order 2010-03-03 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 108.95. Requested Quantity: 490 21748 21748 Stop 490 Sell 107.83 Pending Modify Sim1 Close 21746 900 Order 2010-03-03 00:00:00.001 [Sim]SPY Simulated order modify complete 21748 21748 Stop 490 Sell 108.95 Open Sim1 Close 21746 900 Order 2010-03-03 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 112.96 Ask: 112.97 Last: 112.97 21747 21747 Limit 490 Sell 112.85 Filled 112.85 490 Sim1 Close 21746 900 Fill 2010-03-03 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 112.96 Ask: 112.97 Last: 112.97 21747 21747 Limit 490 Sell 112.85 Filled 112.85 490 Sim1 Close 21746 410 21747.1 112.97 108.94 Order 2010-03-03 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21748 21748 Stop 490 Sell 108.95 Pending Cancel Sim1 Close 21746 410 Order 2010-03-03 00:00:00.005 [Sim]SPY Simulated order canceled 21748 21748 Stop 490 Sell 108.95 Canceled Sim1 Close 21746 410 Order 2010-03-05 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-03-04 00:00:00.000 \| Last: 113.369995. Attached Order \| Client side OCO order 21750 Limit Sell 115.40 Pending Child-Client Sim1 Close 21749 410 Order 2010-03-05 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-03-04 00:00:00.000 \| Last: 113.369995. Attached Order \| Client side OCO order 21751 Stop Sell 109.75 Pending Child-Client Sim1 Close 21749 410 Order 2010-03-05 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-03-04 00:00:00.000 \| Last: 113.369995 21749 Limit 471 Buy 113.14 Order Sent Sim1 Open 410 Order 2010-03-05 00:00:00.003 [Sim]SPY Simulated order accepted 21749 21749 Limit 471 Buy 113.14 Open Sim1 Open 410 Order 2010-03-05 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 113.10 Ask: 113.11 Last: 113.10 21749 21749 Limit 471 Buy 113.14 Filled 113.14 471 Sim1 Open 410 Fill 2010-03-05 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 113.10 Ask: 113.11 Last: 113.10 21749 21749 Limit 471 Buy 113.14 Filled 113.14 471 Sim1 Open 881 21749.1 113.37 112.02 Order 2010-03-05 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21750 Limit 471 Sell 115.40 Order Sent Sim1 Close 21749 881 Order 2010-03-05 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21751 Stop 471 Sell 109.75 Order Sent Sim1 Close 21749 881 Order 2010-03-05 00:00:00.008 [Sim]SPY Simulated order accepted 21750 21750 Limit 471 Sell 115.40 Open Sim1 Close 21749 881 Order 2010-03-05 00:00:00.009 [Sim]SPY Simulated order accepted 21751 21751 Stop 471 Sell 109.75 Open Sim1 Close 21749 881 Order 2010-03-05 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 108.95. Requested Quantity: 471 21751 21751 Stop 471 Sell 109.75 Pending Modify Sim1 Close 21749 881 Order 2010-03-05 00:00:00.011 [Sim]SPY Simulated order modify complete 21751 21751 Stop 471 Sell 108.95 Open Sim1 Close 21749 881 Order 2010-03-11 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 115.47 Ask: 115.48 Last: 115.48 21750 21750 Limit 471 Sell 115.40 Filled 115.40 471 Sim1 Close 21749 881 Fill 2010-03-11 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 115.47 Ask: 115.48 Last: 115.48 21750 21750 Limit 471 Sell 115.40 Filled 115.40 471 Sim1 Close 21749 410 21750.1 115.48 113.87 Order 2010-03-11 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21751 21751 Stop 471 Sell 108.95 Pending Cancel Sim1 Close 21749 410 Order 2010-03-11 00:00:00.003 [Sim]SPY Simulated order canceled 21751 21751 Stop 471 Sell 108.95 Canceled Sim1 Close 21749 410 Order 2010-04-15 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-04-14 00:00:00.000 \| Last: 120.99. Attached Order \| Client side OCO order 21753 Limit Sell 123.17 Pending Child-Client Sim1 Close 21752 410 Order 2010-04-15 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-04-14 00:00:00.000 \| Last: 120.99. Attached Order \| Client side OCO order 21754 Stop Sell 117.13 Pending Child-Client Sim1 Close 21752 410 Order 2010-04-15 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-04-14 00:00:00.000 \| Last: 120.99 21752 Limit 467 Buy 120.75 Order Sent Sim1 Open 410 Order 2010-04-15 00:00:00.003 [Sim]SPY Simulated order accepted 21752 21752 Limit 467 Buy 120.75 Open Sim1 Open 410 Order 2010-04-16 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 118.75 Ask: 118.76 Last: 118.75 21752 21752 Limit 467 Buy 120.75 Filled 120.75 467 Sim1 Open 410 Fill 2010-04-16 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 118.75 Ask: 118.76 Last: 118.75 21752 21752 Limit 467 Buy 120.75 Filled 120.75 467 Sim1 Open 877 21752.1 121.57 114.60 Order 2010-04-16 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21753 Limit 467 Sell 123.17 Order Sent Sim1 Close 21752 877 Order 2010-04-16 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21754 Stop 467 Sell 117.13 Order Sent Sim1 Close 21752 877 Order 2010-04-16 00:00:00.004 [Sim]SPY Simulated order accepted 21753 21753 Limit 467 Sell 123.17 Open Sim1 Close 21752 877 Order 2010-04-16 00:00:00.005 [Sim]SPY Simulated order accepted 21754 21754 Stop 467 Sell 117.13 Open Sim1 Close 21752 877 Order 2010-04-16 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.11. Requested Quantity: 467 21754 21754 Stop 467 Sell 117.13 Pending Modify Sim1 Close 21752 877 Order 2010-04-16 00:00:00.007 [Sim]SPY Simulated order modify complete 21754 21754 Stop 467 Sell 117.11 Open Sim1 Close 21752 877 Order 2010-04-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.61. Requested Quantity: 467 21754 21754 Stop 467 Sell 117.11 Pending Modify Sim1 Close 21752 877 Order 2010-04-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21754 21754 Stop 467 Sell 117.61 Open Sim1 Close 21752 877 Order 2010-04-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 118.48. Requested Quantity: 467 21754 21754 Stop 467 Sell 117.61 Pending Modify Sim1 Close 21752 877 Order 2010-04-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21754 21754 Stop 467 Sell 118.48 Open Sim1 Close 21752 877 Order 2010-04-27 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 118.25 Ask: 118.26 Last: 118.25 21754 21754 Stop 467 Sell 118.48 Filled 118.47 467 Sim1 Close 21752 877 Fill 2010-04-27 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 118.25 Ask: 118.26 Last: 118.25 21754 21754 Stop 467 Sell 118.48 Filled 118.47 467 Sim1 Close 21752 410 21754.1 122.12 118.25 Order 2010-04-27 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21753 21753 Limit 467 Sell 123.17 Pending Cancel Sim1 Close 21752 410 Order 2010-04-27 00:00:00.003 [Sim]SPY Simulated order canceled 21753 21753 Limit 467 Sell 123.17 Canceled Sim1 Close 21752 410 Order 2010-07-13 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-07-12 00:00:00.000 \| Last: 109.149994. Attached Order \| Client side OCO order 21756 Limit Sell 111.11 Pending Child-Client Sim1 Close 21755 410 Order 2010-07-13 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-07-12 00:00:00.000 \| Last: 109.149994. Attached Order \| Client side OCO order 21757 Stop Sell 105.66 Pending Child-Client Sim1 Close 21755 410 Order 2010-07-13 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-07-12 00:00:00.000 \| Last: 109.149994 21755 Limit 546 Buy 108.93 Order Sent Sim1 Open 410 Order 2010-07-13 00:00:00.003 [Sim]SPY Simulated order accepted 21755 21755 Limit 546 Buy 108.93 Open Sim1 Open 410 Order 2010-07-14 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 108.86 Ask: 108.87 Last: 108.86 21755 21755 Limit 546 Buy 108.93 Filled 108.93 546 Sim1 Open 410 Fill 2010-07-14 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 108.86 Ask: 108.87 Last: 108.86 21755 21755 Limit 546 Buy 108.93 Filled 108.93 546 Sim1 Open 956 21755.1 121.11 101.13 Order 2010-07-14 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21756 Limit 546 Sell 111.11 Order Sent Sim1 Close 21755 956 Order 2010-07-14 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21757 Stop 546 Sell 105.66 Order Sent Sim1 Close 21755 956 Order 2010-07-14 00:00:00.004 [Sim]SPY Simulated order accepted 21756 21756 Limit 546 Sell 111.11 Open Sim1 Close 21755 956 Order 2010-07-14 00:00:00.005 [Sim]SPY Simulated order accepted 21757 21757 Stop 546 Sell 105.66 Open Sim1 Close 21755 956 Order 2010-07-14 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 101.14. Requested Quantity: 546 21757 21757 Stop 546 Sell 105.66 Pending Modify Sim1 Close 21755 956 Order 2010-07-14 00:00:00.007 [Sim]SPY Simulated order modify complete 21757 21757 Stop 546 Sell 101.14 Open Sim1 Close 21755 956 Order 2010-07-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 101.63. Requested Quantity: 546 21757 21757 Stop 546 Sell 101.14 Pending Modify Sim1 Close 21755 956 Order 2010-07-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21757 21757 Stop 546 Sell 101.63 Open Sim1 Close 21755 956 Order 2010-07-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 101.89. Requested Quantity: 546 21757 21757 Stop 546 Sell 101.63 Pending Modify Sim1 Close 21755 956 Order 2010-07-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21757 21757 Stop 546 Sell 101.89 Open Sim1 Close 21755 956 Order 2010-07-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 103.03. Requested Quantity: 546 21757 21757 Stop 546 Sell 101.89 Pending Modify Sim1 Close 21755 956 Order 2010-07-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21757 21757 Stop 546 Sell 103.03 Open Sim1 Close 21755 956 Order 2010-07-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 105.83. Requested Quantity: 546 21757 21757 Stop 546 Sell 103.03 Pending Modify Sim1 Close 21755 956 Order 2010-07-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21757 21757 Stop 546 Sell 105.83 Open Sim1 Close 21755 956 Order 2010-07-26 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 111.66 Ask: 111.67 Last: 111.67 21756 21756 Limit 546 Sell 111.11 Filled 111.11 546 Sim1 Close 21755 956 Fill 2010-07-26 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 111.66 Ask: 111.67 Last: 111.67 21756 21756 Limit 546 Sell 111.11 Filled 111.11 546 Sim1 Close 21755 410 21756.1 111.67 105.82 Order 2010-07-26 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21757 21757 Stop 546 Sell 105.83 Pending Cancel Sim1 Close 21755 410 Order 2010-07-26 00:00:00.003 [Sim]SPY Simulated order canceled 21757 21757 Stop 546 Sell 105.83 Canceled Sim1 Close 21755 410 Order 2010-10-27 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-10-26 00:00:00.000 \| Last: 117.89. Attached Order \| Client side OCO order 21759 Limit Sell 120.00 Pending Child-Client Sim1 Close 21758 410 Order 2010-10-27 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-10-26 00:00:00.000 \| Last: 117.89. Attached Order \| Client side OCO order 21760 Stop Sell 114.12 Pending Child-Client Sim1 Close 21758 410 Order 2010-10-27 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-10-26 00:00:00.000 \| Last: 117.89 21758 Limit 459 Buy 117.65 Order Sent Sim1 Open 410 Order 2010-10-27 00:00:00.003 [Sim]SPY Simulated order accepted 21758 21758 Limit 459 Buy 117.65 Open Sim1 Open 410 Order 2010-10-27 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 117.26 Ask: 117.27 Last: 117.26 21758 21758 Limit 459 Buy 117.65 Filled 117.65 459 Sim1 Open 410 Fill 2010-10-27 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 117.26 Ask: 117.27 Last: 117.26 21758 21758 Limit 459 Buy 117.65 Filled 117.65 459 Sim1 Open 869 21758.1 119.76 104.29 Order 2010-10-27 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21759 Limit 459 Sell 120.00 Order Sent Sim1 Close 21758 869 Order 2010-10-27 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21760 Stop 459 Sell 114.12 Order Sent Sim1 Close 21758 869 Order 2010-10-27 00:00:00.008 [Sim]SPY Simulated order accepted 21759 21759 Limit 459 Sell 120.00 Open Sim1 Close 21758 869 Order 2010-10-27 00:00:00.009 [Sim]SPY Simulated order accepted 21760 21760 Stop 459 Sell 114.12 Open Sim1 Close 21758 869 Order 2010-10-27 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 116.03. Requested Quantity: 459 21760 21760 Stop 459 Sell 114.12 Pending Modify Sim1 Close 21758 869 Order 2010-10-27 00:00:00.011 [Sim]SPY Simulated order modify complete 21760 21760 Stop 459 Sell 116.03 Open Sim1 Close 21758 869 Order 2010-11-03 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 116.88. Requested Quantity: 459 21760 21760 Stop 459 Sell 116.03 Pending Modify Sim1 Close 21758 869 Order 2010-11-03 00:00:00.001 [Sim]SPY Simulated order modify complete 21760 21760 Stop 459 Sell 116.88 Open Sim1 Close 21758 869 Order 2010-11-03 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 120.01 Ask: 120.02 Last: 120.02 21759 21759 Limit 459 Sell 120.00 Filled 120.00 459 Sim1 Close 21758 869 Fill 2010-11-03 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 120.01 Ask: 120.02 Last: 120.02 21759 21759 Limit 459 Sell 120.00 Filled 120.00 459 Sim1 Close 21758 410 21759.1 120.02 117.83 Order 2010-11-03 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21760 21760 Stop 459 Sell 116.88 Pending Cancel Sim1 Close 21758 410 Order 2010-11-03 00:00:00.005 [Sim]SPY Simulated order canceled 21760 21760 Stop 459 Sell 116.88 Canceled Sim1 Close 21758 410 Order 2010-11-04 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-11-03 00:00:00.000 \| Last: 121.28. Attached Order \| Client side OCO order 21762 Limit Sell 123.46 Pending Child-Client Sim1 Close 21761 410 Order 2010-11-04 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-11-03 00:00:00.000 \| Last: 121.28. Attached Order \| Client side OCO order 21763 Stop Sell 117.41 Pending Child-Client Sim1 Close 21761 410 Order 2010-11-04 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-11-03 00:00:00.000 \| Last: 121.28 21761 Limit 504 Buy 121.04 Order Sent Sim1 Open 410 Order 2010-11-04 00:00:00.003 [Sim]SPY Simulated order accepted 21761 21761 Limit 504 Buy 121.04 Open Sim1 Open 410 Order 2010-11-04 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 119.97 Ask: 119.98 Last: 119.97 21761 21761 Limit 504 Buy 121.04 Filled 121.04 504 Sim1 Open 410 Fill 2010-11-04 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 119.97 Ask: 119.98 Last: 119.97 21761 21761 Limit 504 Buy 121.04 Filled 121.04 504 Sim1 Open 914 21761.1 121.28 119.95 Order 2010-11-04 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21762 Limit 504 Sell 123.46 Order Sent Sim1 Close 21761 914 Order 2010-11-04 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21763 Stop 504 Sell 117.41 Order Sent Sim1 Close 21761 914 Order 2010-11-04 00:00:00.008 [Sim]SPY Simulated order accepted 21762 21762 Limit 504 Sell 123.46 Open Sim1 Close 21761 914 Order 2010-11-04 00:00:00.009 [Sim]SPY Simulated order accepted 21763 21763 Stop 504 Sell 117.41 Open Sim1 Close 21761 914 Order 2010-11-04 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.22. Requested Quantity: 504 21763 21763 Stop 504 Sell 117.41 Pending Modify Sim1 Close 21761 914 Order 2010-11-04 00:00:00.011 [Sim]SPY Simulated order modify complete 21763 21763 Stop 504 Sell 117.22 Open Sim1 Close 21761 914 Order 2010-11-05 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.27. Requested Quantity: 504 21763 21763 Stop 504 Sell 117.22 Pending Modify Sim1 Close 21761 914 Order 2010-11-05 00:00:00.001 [Sim]SPY Simulated order modify complete 21763 21763 Stop 504 Sell 117.27 Open Sim1 Close 21761 914 Order 2010-11-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.84. Requested Quantity: 504 21763 21763 Stop 504 Sell 117.27 Pending Modify Sim1 Close 21761 914 Order 2010-11-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21763 21763 Stop 504 Sell 117.84 Open Sim1 Close 21761 914 Order 2010-11-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.86. Requested Quantity: 504 21763 21763 Stop 504 Sell 117.84 Pending Modify Sim1 Close 21761 914 Order 2010-11-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21763 21763 Stop 504 Sell 117.86 Open Sim1 Close 21761 914 Order 2010-11-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 118.46. Requested Quantity: 504 21763 21763 Stop 504 Sell 117.86 Pending Modify Sim1 Close 21761 914 Order 2010-11-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21763 21763 Stop 504 Sell 118.46 Open Sim1 Close 21761 914 Order 2010-11-16 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 117.59 Ask: 117.60 Last: 117.59 21763 21763 Stop 504 Sell 118.46 Filled 118.45 504 Sim1 Close 21761 914 Fill 2010-11-16 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 117.59 Ask: 117.60 Last: 117.59 21763 21763 Stop 504 Sell 118.46 Filled 118.45 504 Sim1 Close 21761 410 21763.1 122.95 117.59 Order 2010-11-16 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21762 21762 Limit 504 Sell 123.46 Pending Cancel Sim1 Close 21761 410 Order 2010-11-16 00:00:00.005 [Sim]SPY Simulated order canceled 21762 21762 Limit 504 Sell 123.46 Canceled Sim1 Close 21761 410 Order 2010-12-14 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-12-13 00:00:00.000 \| Last: 124.75. Attached Order \| Client side OCO order 21765 Limit Sell 126.99 Pending Child-Client Sim1 Close 21764 410 Order 2010-12-14 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-12-13 00:00:00.000 \| Last: 124.75. Attached Order \| Client side OCO order 21766 Stop Sell 120.76 Pending Child-Client Sim1 Close 21764 410 Order 2010-12-14 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2010-12-13 00:00:00.000 \| Last: 124.75 21764 Limit 491 Buy 124.50 Order Sent Sim1 Open 410 Order 2010-12-14 00:00:00.003 [Sim]SPY Simulated order accepted 21764 21764 Limit 491 Buy 124.50 Open Sim1 Open 410 Order 2010-12-14 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 124.29 Ask: 124.30 Last: 124.29 21764 21764 Limit 491 Buy 124.50 Filled 124.50 491 Sim1 Open 410 Fill 2010-12-14 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 124.29 Ask: 124.30 Last: 124.29 21764 21764 Limit 491 Buy 124.50 Filled 124.50 491 Sim1 Open 901 21764.1 125.23 117.74 Order 2010-12-14 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21765 Limit 491 Sell 126.99 Order Sent Sim1 Close 21764 901 Order 2010-12-14 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21766 Stop 491 Sell 120.76 Order Sent Sim1 Close 21764 901 Order 2010-12-14 00:00:00.008 [Sim]SPY Simulated order accepted 21765 21765 Limit 491 Sell 126.99 Open Sim1 Close 21764 901 Order 2010-12-14 00:00:00.009 [Sim]SPY Simulated order accepted 21766 21766 Stop 491 Sell 120.76 Open Sim1 Close 21764 901 Order 2010-12-14 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 117.82. Requested Quantity: 491 21766 21766 Stop 491 Sell 120.76 Pending Modify Sim1 Close 21764 901 Order 2010-12-14 00:00:00.011 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 117.82 Open Sim1 Close 21764 901 Order 2010-12-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 120.20. Requested Quantity: 491 21766 21766 Stop 491 Sell 117.82 Pending Modify Sim1 Close 21764 901 Order 2010-12-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 120.20 Open Sim1 Close 21764 901 Order 2010-12-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 121.14. Requested Quantity: 491 21766 21766 Stop 491 Sell 120.20 Pending Modify Sim1 Close 21764 901 Order 2010-12-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 121.14 Open Sim1 Close 21764 901 Order 2010-12-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.12. Requested Quantity: 491 21766 21766 Stop 491 Sell 121.14 Pending Modify Sim1 Close 21764 901 Order 2010-12-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 122.12 Open Sim1 Close 21764 901 Order 2010-12-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.42. Requested Quantity: 491 21766 21766 Stop 491 Sell 122.12 Pending Modify Sim1 Close 21764 901 Order 2010-12-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 122.42 Open Sim1 Close 21764 901 Order 2010-12-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.16. Requested Quantity: 491 21766 21766 Stop 491 Sell 122.42 Pending Modify Sim1 Close 21764 901 Order 2010-12-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 123.16 Open Sim1 Close 21764 901 Order 2010-12-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.74. Requested Quantity: 491 21766 21766 Stop 491 Sell 123.16 Pending Modify Sim1 Close 21764 901 Order 2010-12-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 123.74 Open Sim1 Close 21764 901 Order 2010-12-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.76. Requested Quantity: 491 21766 21766 Stop 491 Sell 123.74 Pending Modify Sim1 Close 21764 901 Order 2010-12-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 123.76 Open Sim1 Close 21764 901 Order 2011-01-03 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 123.83. Requested Quantity: 491 21766 21766 Stop 491 Sell 123.76 Pending Modify Sim1 Close 21764 901 Order 2011-01-03 00:00:00.001 [Sim]SPY Simulated order modify complete 21766 21766 Stop 491 Sell 123.83 Open Sim1 Close 21764 901 Order 2011-01-03 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 127.59 Ask: 127.60 Last: 127.60 21765 21765 Limit 491 Sell 126.99 Filled 126.99 491 Sim1 Close 21764 901 Fill 2011-01-03 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 127.59 Ask: 127.60 Last: 127.60 21765 21765 Limit 491 Sell 126.99 Filled 126.99 491 Sim1 Close 21764 410 21765.1 127.60 123.75 Order 2011-01-03 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21766 21766 Stop 491 Sell 123.83 Pending Cancel Sim1 Close 21764 410 Order 2011-01-03 00:00:00.005 [Sim]SPY Simulated order canceled 21766 21766 Stop 491 Sell 123.83 Canceled Sim1 Close 21764 410 Order 2011-01-28 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-01-27 00:00:00.000 \| Last: 130.14. Attached Order \| Client side OCO order 21768 Limit Sell 132.48 Pending Child-Client Sim1 Close 21767 410 Order 2011-01-28 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-01-27 00:00:00.000 \| Last: 130.14. Attached Order \| Client side OCO order 21769 Stop Sell 125.98 Pending Child-Client Sim1 Close 21767 410 Order 2011-01-28 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-01-27 00:00:00.000 \| Last: 130.14 21767 Limit 501 Buy 129.88 Order Sent Sim1 Open 410 Order 2011-01-28 00:00:00.003 [Sim]SPY Simulated order accepted 21767 21767 Limit 501 Buy 129.88 Open Sim1 Open 410 Order 2011-01-28 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 127.51 Ask: 127.52 Last: 127.51 21767 21767 Limit 501 Buy 129.88 Filled 129.88 501 Sim1 Open 410 Fill 2011-01-28 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 127.51 Ask: 127.52 Last: 127.51 21767 21767 Limit 501 Buy 129.88 Filled 129.88 501 Sim1 Open 911 21767.1 130.35 126.15 Order 2011-01-28 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21768 Limit 501 Sell 132.48 Order Sent Sim1 Close 21767 911 Order 2011-01-28 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21769 Stop 501 Sell 125.98 Order Sent Sim1 Close 21767 911 Order 2011-01-28 00:00:00.008 [Sim]SPY Simulated order accepted 21768 21768 Limit 501 Sell 132.48 Open Sim1 Close 21767 911 Order 2011-01-28 00:00:00.009 [Sim]SPY Simulated order accepted 21769 21769 Stop 501 Sell 125.98 Open Sim1 Close 21767 911 Order 2011-01-28 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.14. Requested Quantity: 501 21769 21769 Stop 501 Sell 125.98 Pending Modify Sim1 Close 21767 911 Order 2011-01-28 00:00:00.011 [Sim]SPY Simulated order modify complete 21769 21769 Stop 501 Sell 127.14 Open Sim1 Close 21767 911 Order 2011-02-04 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.52. Requested Quantity: 501 21769 21769 Stop 501 Sell 127.14 Pending Modify Sim1 Close 21767 911 Order 2011-02-04 00:00:00.001 [Sim]SPY Simulated order modify complete 21769 21769 Stop 501 Sell 127.52 Open Sim1 Close 21767 911 Order 2011-02-08 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 132.63 Ask: 132.64 Last: 132.64 21768 21768 Limit 501 Sell 132.48 Filled 132.48 501 Sim1 Close 21767 911 Fill 2011-02-08 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 132.63 Ask: 132.64 Last: 132.64 21768 21768 Limit 501 Sell 132.48 Filled 132.48 501 Sim1 Close 21767 410 21768.1 132.64 127.72 Order 2011-02-08 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21769 21769 Stop 501 Sell 127.52 Pending Cancel Sim1 Close 21767 410 Order 2011-02-08 00:00:00.003 [Sim]SPY Simulated order canceled 21769 21769 Stop 501 Sell 127.52 Canceled Sim1 Close 21767 410 Order 2011-07-05 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-07-01 00:00:00.000 \| Last: 133.78. Attached Order \| Client side OCO order 21771 Limit Sell 136.18 Pending Child-Client Sim1 Close 21770 410 Order 2011-07-05 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-07-01 00:00:00.000 \| Last: 133.78. Attached Order \| Client side OCO order 21772 Stop Sell 129.50 Pending Child-Client Sim1 Close 21770 410 Order 2011-07-05 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-07-01 00:00:00.000 \| Last: 133.78 21770 Limit 527 Buy 133.51 Order Sent Sim1 Open 410 Order 2011-07-05 00:00:00.003 [Sim]SPY Simulated order accepted 21770 21770 Limit 527 Buy 133.51 Open Sim1 Open 410 Order 2011-07-05 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 133.39 Ask: 133.40 Last: 133.39 21770 21770 Limit 527 Buy 133.51 Filled 133.51 527 Sim1 Open 410 Fill 2011-07-05 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 133.39 Ask: 133.40 Last: 133.39 21770 21770 Limit 527 Buy 133.51 Filled 133.51 527 Sim1 Open 937 21770.1 137.18 125.28 Order 2011-07-05 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21771 Limit 527 Sell 136.18 Order Sent Sim1 Close 21770 937 Order 2011-07-05 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21772 Stop 527 Sell 129.50 Order Sent Sim1 Close 21770 937 Order 2011-07-05 00:00:00.008 [Sim]SPY Simulated order accepted 21771 21771 Limit 527 Sell 136.18 Open Sim1 Close 21770 937 Order 2011-07-05 00:00:00.009 [Sim]SPY Simulated order accepted 21772 21772 Stop 527 Sell 129.50 Open Sim1 Close 21770 937 Order 2011-07-05 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.20. Requested Quantity: 527 21772 21772 Stop 527 Sell 129.50 Pending Modify Sim1 Close 21770 937 Order 2011-07-05 00:00:00.011 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 126.20 Open Sim1 Close 21770 937 Order 2011-07-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.63. Requested Quantity: 527 21772 21772 Stop 527 Sell 126.20 Pending Modify Sim1 Close 21770 937 Order 2011-07-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 126.63 Open Sim1 Close 21770 937 Order 2011-07-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 126.65. Requested Quantity: 527 21772 21772 Stop 527 Sell 126.63 Pending Modify Sim1 Close 21770 937 Order 2011-07-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 126.65 Open Sim1 Close 21770 937 Order 2011-07-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 128.28. Requested Quantity: 527 21772 21772 Stop 527 Sell 126.65 Pending Modify Sim1 Close 21770 937 Order 2011-07-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 128.28 Open Sim1 Close 21770 937 Order 2011-07-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.64. Requested Quantity: 527 21772 21772 Stop 527 Sell 128.28 Pending Modify Sim1 Close 21770 937 Order 2011-07-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 129.64 Open Sim1 Close 21770 937 Order 2011-07-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 130.69. Requested Quantity: 527 21772 21772 Stop 527 Sell 129.64 Pending Modify Sim1 Close 21770 937 Order 2011-07-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21772 21772 Stop 527 Sell 130.69 Open Sim1 Close 21770 937 Order 2011-07-18 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 129.63 Ask: 129.64 Last: 129.63 21772 21772 Stop 527 Sell 130.69 Filled 130.68 527 Sim1 Close 21770 937 Fill 2011-07-18 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 129.63 Ask: 129.64 Last: 129.63 21772 21772 Stop 527 Sell 130.69 Filled 130.68 527 Sim1 Close 21770 410 21772.1 135.70 129.63 Order 2011-07-18 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21771 21771 Limit 527 Sell 136.18 Pending Cancel Sim1 Close 21770 410 Order 2011-07-18 00:00:00.003 [Sim]SPY Simulated order canceled 21771 21771 Limit 527 Sell 136.18 Canceled Sim1 Close 21770 410 Order 2011-09-19 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-09-16 00:00:00.000 \| Last: 119.53. Attached Order \| Client side OCO order 21774 Limit Sell 121.68 Pending Child-Client Sim1 Close 21773 410 Order 2011-09-19 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-09-16 00:00:00.000 \| Last: 119.53. Attached Order \| Client side OCO order 21775 Stop Sell 115.71 Pending Child-Client Sim1 Close 21773 410 Order 2011-09-19 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-09-16 00:00:00.000 \| Last: 119.53 21773 Limit 589 Buy 119.29 Order Sent Sim1 Open 410 Order 2011-09-19 00:00:00.003 [Sim]SPY Simulated order accepted 21773 21773 Limit 589 Buy 119.29 Open Sim1 Open 410 Order 2011-09-19 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 118.72 Ask: 118.73 Last: 118.72 21773 21773 Limit 589 Buy 119.29 Filled 119.29 589 Sim1 Open 410 Fill 2011-09-19 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 118.72 Ask: 118.73 Last: 118.72 21773 21773 Limit 589 Buy 119.29 Filled 119.29 589 Sim1 Open 999 21773.1 134.82 110.27 Order 2011-09-19 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21774 Limit 589 Sell 121.68 Order Sent Sim1 Close 21773 999 Order 2011-09-19 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21775 Stop 589 Sell 115.71 Order Sent Sim1 Close 21773 999 Order 2011-09-19 00:00:00.008 [Sim]SPY Simulated order accepted 21774 21774 Limit 589 Sell 121.68 Open Sim1 Close 21773 999 Order 2011-09-19 00:00:00.009 [Sim]SPY Simulated order accepted 21775 21775 Stop 589 Sell 115.71 Open Sim1 Close 21773 999 Order 2011-09-19 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 114.06. Requested Quantity: 589 21775 21775 Stop 589 Sell 115.71 Pending Modify Sim1 Close 21773 999 Order 2011-09-19 00:00:00.011 [Sim]SPY Simulated order modify complete 21775 21775 Stop 589 Sell 114.06 Open Sim1 Close 21773 999 Order 2011-09-20 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 121.98 Ask: 121.99 Last: 121.99 21774 21774 Limit 589 Sell 121.68 Filled 121.68 589 Sim1 Close 21773 999 Fill 2011-09-20 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 121.98 Ask: 121.99 Last: 121.99 21774 21774 Limit 589 Sell 121.68 Filled 121.68 589 Sim1 Close 21773 410 21774.1 121.99 120.31 Order 2011-09-20 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21775 21775 Stop 589 Sell 114.06 Pending Cancel Sim1 Close 21773 410 Order 2011-09-20 00:00:00.003 [Sim]SPY Simulated order canceled 21775 21775 Stop 589 Sell 114.06 Canceled Sim1 Close 21773 410 Order 2011-12-28 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-12-27 00:00:00.000 \| Last: 126.509995. Attached Order \| Client side OCO order 21777 Limit Sell 128.79 Pending Child-Client Sim1 Close 21776 410 Order 2011-12-28 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-12-27 00:00:00.000 \| Last: 126.509995. Attached Order \| Client side OCO order 21778 Stop Sell 122.47 Pending Child-Client Sim1 Close 21776 410 Order 2011-12-28 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2011-12-27 00:00:00.000 \| Last: 126.509995 21776 Limit 505 Buy 126.26 Order Sent Sim1 Open 410 Order 2011-12-28 00:00:00.003 [Sim]SPY Simulated order accepted 21776 21776 Limit 505 Buy 126.26 Open Sim1 Open 410 Order 2011-12-28 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 124.73 Ask: 124.74 Last: 124.73 21776 21776 Limit 505 Buy 126.26 Filled 126.26 505 Sim1 Open 410 Fill 2011-12-28 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 124.73 Ask: 124.74 Last: 124.73 21776 21776 Limit 505 Buy 126.26 Filled 126.26 505 Sim1 Open 915 21776.1 129.42 107.43 Order 2011-12-28 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21777 Limit 505 Sell 128.79 Order Sent Sim1 Close 21776 915 Order 2011-12-28 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21778 Stop 505 Sell 122.47 Order Sent Sim1 Close 21776 915 Order 2011-12-28 00:00:00.008 [Sim]SPY Simulated order accepted 21777 21777 Limit 505 Sell 128.79 Open Sim1 Close 21776 915 Order 2011-12-28 00:00:00.009 [Sim]SPY Simulated order accepted 21778 21778 Stop 505 Sell 122.47 Open Sim1 Close 21776 915 Order 2011-12-28 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 120.04. Requested Quantity: 505 21778 21778 Stop 505 Sell 122.47 Pending Modify Sim1 Close 21776 915 Order 2011-12-28 00:00:00.011 [Sim]SPY Simulated order modify complete 21778 21778 Stop 505 Sell 120.04 Open Sim1 Close 21776 915 Order 2012-01-05 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.18. Requested Quantity: 505 21778 21778 Stop 505 Sell 120.04 Pending Modify Sim1 Close 21776 915 Order 2012-01-05 00:00:00.001 [Sim]SPY Simulated order modify complete 21778 21778 Stop 505 Sell 122.18 Open Sim1 Close 21776 915 Order 2012-01-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 122.76. Requested Quantity: 505 21778 21778 Stop 505 Sell 122.18 Pending Modify Sim1 Close 21776 915 Order 2012-01-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21778 21778 Stop 505 Sell 122.76 Open Sim1 Close 21776 915 Order 2012-01-09 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 124.24. Requested Quantity: 505 21778 21778 Stop 505 Sell 122.76 Pending Modify Sim1 Close 21776 915 Order 2012-01-09 00:00:00.001 [Sim]SPY Simulated order modify complete 21778 21778 Stop 505 Sell 124.24 Open Sim1 Close 21776 915 Order 2012-01-10 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 129.39 Ask: 129.40 Last: 129.40 21777 21777 Limit 505 Sell 128.79 Filled 129.39 505 Sim1 Close 21776 915 Fill 2012-01-10 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 129.39 Ask: 129.40 Last: 129.40 21777 21777 Limit 505 Sell 128.79 Filled 129.39 505 Sim1 Close 21776 410 21777.1 129.40 124.83 Order 2012-01-10 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21778 21778 Stop 505 Sell 124.24 Pending Cancel Sim1 Close 21776 410 Order 2012-01-10 00:00:00.003 [Sim]SPY Simulated order canceled 21778 21778 Stop 505 Sell 124.24 Canceled Sim1 Close 21776 410 Order 2012-01-24 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-01-23 00:00:00.000 \| Last: 130.8. Attached Order \| Client side OCO order 21780 Limit Sell 133.15 Pending Child-Client Sim1 Close 21779 410 Order 2012-01-24 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-01-23 00:00:00.000 \| Last: 130.8. Attached Order \| Client side OCO order 21781 Stop Sell 126.62 Pending Child-Client Sim1 Close 21779 410 Order 2012-01-24 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-01-23 00:00:00.000 \| Last: 130.8 21779 Limit 539 Buy 130.54 Order Sent Sim1 Open 410 Order 2012-01-24 00:00:00.003 [Sim]SPY Simulated order accepted 21779 21779 Limit 539 Buy 130.54 Open Sim1 Open 410 Order 2012-01-30 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 130.51 Ask: 130.52 Last: 130.51 21779 21779 Limit 539 Buy 130.54 Filled 130.52 539 Sim1 Open 410 Fill 2012-01-30 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 130.51 Ask: 130.52 Last: 130.51 21779 21779 Limit 539 Buy 130.54 Filled 130.52 539 Sim1 Open 949 21779.1 133.40 127.72 Order 2012-01-30 00:00:00.002 [Sim]SPY Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 133.13. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 133.13. Requested Quantity: 0 21780 Limit Sell 133.15 Pending Modify Sim1 Close 21779 949 Order 2012-01-30 00:00:00.003 [Sim]SPY Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 133.13. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 133.13. Requested Quantity: 0 21780 Limit Sell 133.13 Pending Child-Client Sim1 Close 21779 949 Order 2012-01-30 00:00:00.004 [Sim]SPY Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 126.60. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 126.60. Requested Quantity: 0 21781 Stop Sell 126.62 Pending Modify Sim1 Close 21779 949 Order 2012-01-30 00:00:00.005 [Sim]SPY Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 130.52. New price: 126.60. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 126.60. Requested Quantity: 0 21781 Stop Sell 126.60 Pending Child-Client Sim1 Close 21779 949 Order 2012-01-30 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21780 Limit 539 Sell 133.13 Order Sent Sim1 Close 21779 949 Order 2012-01-30 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21781 Stop 539 Sell 126.60 Order Sent Sim1 Close 21779 949 Order 2012-01-30 00:00:00.008 [Sim]SPY Simulated order accepted 21780 21780 Limit 539 Sell 133.13 Open Sim1 Close 21779 949 Order 2012-01-30 00:00:00.009 [Sim]SPY Simulated order accepted 21781 21781 Stop 539 Sell 126.60 Open Sim1 Close 21779 949 Order 2012-01-30 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 127.73. Requested Quantity: 539 21781 21781 Stop 539 Sell 126.60 Pending Modify Sim1 Close 21779 949 Order 2012-01-30 00:00:00.011 [Sim]SPY Simulated order modify complete 21781 21781 Stop 539 Sell 127.73 Open Sim1 Close 21779 949 Order 2012-01-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 128.91. Requested Quantity: 539 21781 21781 Stop 539 Sell 127.73 Pending Modify Sim1 Close 21779 949 Order 2012-01-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21781 21781 Stop 539 Sell 128.91 Open Sim1 Close 21779 949 Order 2012-02-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 129.09. Requested Quantity: 539 21781 21781 Stop 539 Sell 128.91 Pending Modify Sim1 Close 21779 949 Order 2012-02-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21781 21781 Stop 539 Sell 129.09 Open Sim1 Close 21779 949 Order 2012-02-01 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 133.13 Ask: 133.14 Last: 133.14 21780 21780 Limit 539 Sell 133.13 Filled 133.13 539 Sim1 Close 21779 949 Fill 2012-02-01 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 133.13 Ask: 133.14 Last: 133.14 21780 21780 Limit 539 Sell 133.13 Filled 133.13 539 Sim1 Close 21779 410 21780.1 133.14 130.06 Order 2012-02-01 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21781 21781 Stop 539 Sell 129.09 Pending Cancel Sim1 Close 21779 410 Order 2012-02-01 00:00:00.005 [Sim]SPY Simulated order canceled 21781 21781 Stop 539 Sell 129.09 Canceled Sim1 Close 21779 410 Order 2012-03-14 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-03-13 00:00:00.000 \| Last: 140.09999. Attached Order \| Client side OCO order 21783 Limit Sell 142.62 Pending Child-Client Sim1 Close 21782 410 Order 2012-03-14 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-03-13 00:00:00.000 \| Last: 140.09999. Attached Order \| Client side OCO order 21784 Stop Sell 135.63 Pending Child-Client Sim1 Close 21782 410 Order 2012-03-14 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-03-13 00:00:00.000 \| Last: 140.09999 21782 Limit 537 Buy 139.82 Order Sent Sim1 Open 410 Order 2012-03-14 00:00:00.003 [Sim]SPY Simulated order accepted 21782 21782 Limit 537 Buy 139.82 Open Sim1 Open 410 Order 2012-03-14 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 139.48 Ask: 139.49 Last: 139.48 21782 21782 Limit 537 Buy 139.82 Filled 139.82 537 Sim1 Open 410 Fill 2012-03-14 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 139.48 Ask: 139.49 Last: 139.48 21782 21782 Limit 537 Buy 139.82 Filled 139.82 537 Sim1 Open 947 21782.1 140.45 132.13 Order 2012-03-14 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21783 Limit 537 Sell 142.62 Order Sent Sim1 Close 21782 947 Order 2012-03-14 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21784 Stop 537 Sell 135.63 Order Sent Sim1 Close 21782 947 Order 2012-03-14 00:00:00.008 [Sim]SPY Simulated order accepted 21783 21783 Limit 537 Sell 142.62 Open Sim1 Close 21782 947 Order 2012-03-14 00:00:00.009 [Sim]SPY Simulated order accepted 21784 21784 Stop 537 Sell 135.63 Open Sim1 Close 21782 947 Order 2012-03-14 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 134.37. Requested Quantity: 537 21784 21784 Stop 537 Sell 135.63 Pending Modify Sim1 Close 21782 947 Order 2012-03-14 00:00:00.011 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 134.37 Open Sim1 Close 21782 947 Order 2012-03-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 134.94. Requested Quantity: 537 21784 21784 Stop 537 Sell 134.37 Pending Modify Sim1 Close 21782 947 Order 2012-03-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 134.94 Open Sim1 Close 21782 947 Order 2012-03-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 136.25. Requested Quantity: 537 21784 21784 Stop 537 Sell 134.94 Pending Modify Sim1 Close 21782 947 Order 2012-03-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 136.25 Open Sim1 Close 21782 947 Order 2012-03-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 137.10. Requested Quantity: 537 21784 21784 Stop 537 Sell 136.25 Pending Modify Sim1 Close 21782 947 Order 2012-03-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 137.10 Open Sim1 Close 21782 947 Order 2012-03-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.10. Requested Quantity: 537 21784 21784 Stop 537 Sell 137.10 Pending Modify Sim1 Close 21782 947 Order 2012-03-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 138.10 Open Sim1 Close 21782 947 Order 2012-03-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.56. Requested Quantity: 537 21784 21784 Stop 537 Sell 138.10 Pending Modify Sim1 Close 21782 947 Order 2012-03-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21784 21784 Stop 537 Sell 138.56 Open Sim1 Close 21782 947 Order 2012-04-09 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 138.03 Ask: 138.04 Last: 138.03 21784 21784 Stop 537 Sell 138.56 Filled 138.03 537 Sim1 Close 21782 947 Fill 2012-04-09 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 138.03 Ask: 138.04 Last: 138.03 21784 21784 Stop 537 Sell 138.56 Filled 138.03 537 Sim1 Close 21782 410 21784.1 142.21 138.03 Order 2012-04-09 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21783 21783 Limit 537 Sell 142.62 Pending Cancel Sim1 Close 21782 410 Order 2012-04-09 00:00:00.003 [Sim]SPY Simulated order canceled 21783 21783 Limit 537 Sell 142.62 Canceled Sim1 Close 21782 410 Order 2012-08-10 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-09 00:00:00.000 \| Last: 140.04. Attached Order \| Client side OCO order 21786 Limit Sell 142.56 Pending Child-Client Sim1 Close 21785 410 Order 2012-08-10 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-09 00:00:00.000 \| Last: 140.04. Attached Order \| Client side OCO order 21787 Stop Sell 135.57 Pending Child-Client Sim1 Close 21785 410 Order 2012-08-10 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-09 00:00:00.000 \| Last: 140.04 21785 Limit 568 Buy 139.76 Order Sent Sim1 Open 410 Order 2012-08-10 00:00:00.003 [Sim]SPY Simulated order accepted 21785 21785 Limit 568 Buy 139.76 Open Sim1 Open 410 Order 2012-08-21 00:00:00.000 [Sim]SPY Initiating: Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2012-08-20 00:00:00.000 21785 21785 Limit 568 Buy 139.76 Open Sim1 Open Order 2012-08-21 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| Canceling all orders \| Source: Buy Entry (CancelAllOrdersOnEntries=true) \| Bar start date-time: 2012-08-20 00:00:00.000 21785 21785 Limit 568 Buy 139.76 Pending Cancel Sim1 Open 410 Order 2012-08-21 00:00:00.002 [Sim]SPY Simulated order canceled 21785 21785 Limit 568 Buy 139.76 Canceled Sim1 Open 410 Order 2012-08-21 00:00:00.003 [Sim]SPY Canceling child orders of internal order ID 21785. Internal cancel 21786 Limit Sell 142.56 Pending Cancel Sim1 Close 21785 410 Order 2012-08-21 00:00:00.004 [Sim]SPY Canceling child orders of internal order ID 21785. Internal cancel 21786 Limit Sell 142.56 Canceled Sim1 Close 21785 410 Order 2012-08-21 00:00:00.005 [Sim]SPY Canceling child orders of internal order ID 21785. Internal cancel 21787 Stop Sell 135.57 Pending Cancel Sim1 Close 21785 410 Order 2012-08-21 00:00:00.006 [Sim]SPY Canceling child orders of internal order ID 21785. Internal cancel 21787 Stop Sell 135.57 Canceled Sim1 Close 21785 410 Order 2012-08-21 00:00:00.007 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21786 Limit Sell 142.56 Canceled Sim1 Close 410 Order 2012-08-21 00:00:00.008 [Sim]SPY Order cancellation failed \| The order is no longer working and cannot be canceled 21787 Stop Sell 135.57 Canceled Sim1 Close 410 Order 2012-08-21 00:00:00.009 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-20 00:00:00.000 \| Last: 142.54. Attached Order \| Client side OCO order 21789 Limit Sell 145.10 Pending Child-Client Sim1 Close 21788 410 Order 2012-08-21 00:00:00.010 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-20 00:00:00.000 \| Last: 142.54. Attached Order \| Client side OCO order 21790 Stop Sell 137.98 Pending Child-Client Sim1 Close 21788 410 Order 2012-08-21 00:00:00.011 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-08-20 00:00:00.000 \| Last: 142.54 21788 Limit 558 Buy 142.25 Order Sent Sim1 Open 410 Order 2012-08-21 00:00:00.012 [Sim]SPY Simulated order accepted 21788 21788 Limit 558 Buy 142.25 Open Sim1 Open 410 Order 2012-08-21 00:00:00.013 [Sim]SPY Trade simulation fill. Bid: 141.45 Ask: 141.46 Last: 141.45 21788 21788 Limit 558 Buy 142.25 Filled 142.25 558 Sim1 Open 410 Fill 2012-08-21 00:00:00.014 [Sim]SPY Trade simulation fill. Bid: 141.45 Ask: 141.46 Last: 141.45 21788 21788 Limit 558 Buy 142.25 Filled 142.25 558 Sim1 Open 968 21788.1 143.09 127.14 Order 2012-08-21 00:00:00.015 [Sim]SPY Auto-sent child from parent fill 21789 Limit 558 Sell 145.10 Order Sent Sim1 Close 21788 968 Order 2012-08-21 00:00:00.016 [Sim]SPY Auto-sent child from parent fill 21790 Stop 558 Sell 137.98 Order Sent Sim1 Close 21788 968 Order 2012-08-21 00:00:00.017 [Sim]SPY Simulated order accepted 21789 21789 Limit 558 Sell 145.10 Open Sim1 Close 21788 968 Order 2012-08-21 00:00:00.018 [Sim]SPY Simulated order accepted 21790 21790 Stop 558 Sell 137.98 Open Sim1 Close 21788 968 Order 2012-08-21 00:00:00.019 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 139.82. Requested Quantity: 558 21790 21790 Stop 558 Sell 137.98 Pending Modify Sim1 Close 21788 968 Order 2012-08-21 00:00:00.020 [Sim]SPY Simulated order modify complete 21790 21790 Stop 558 Sell 139.82 Open Sim1 Close 21788 968 Order 2012-08-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 140.05. Requested Quantity: 558 21790 21790 Stop 558 Sell 139.82 Pending Modify Sim1 Close 21788 968 Order 2012-08-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21790 21790 Stop 558 Sell 140.05 Open Sim1 Close 21788 968 Order 2012-08-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 140.23. Requested Quantity: 558 21790 21790 Stop 558 Sell 140.05 Pending Modify Sim1 Close 21788 968 Order 2012-08-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21790 21790 Stop 558 Sell 140.23 Open Sim1 Close 21788 968 Order 2012-08-30 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19 21790 21790 Stop 558 Sell 140.23 Filled 140.22 558 Sim1 Close 21788 968 Fill 2012-08-30 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19 21790 21790 Stop 558 Sell 140.23 Filled 140.22 558 Sim1 Close 21788 410 21790.1 142.08 140.19 Order 2012-08-30 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21789 21789 Limit 558 Sell 145.10 Pending Cancel Sim1 Close 21788 410 Order 2012-08-30 00:00:00.003 [Sim]SPY Simulated order canceled 21789 21789 Limit 558 Sell 145.10 Canceled Sim1 Close 21788 410 Order 2012-10-08 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-10-05 00:00:00.000 \| Last: 145.59999. Attached Order \| Client side OCO order 21792 Limit Sell 148.22 Pending Child-Client Sim1 Close 21791 410 Order 2012-10-08 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-10-05 00:00:00.000 \| Last: 145.59999. Attached Order \| Client side OCO order 21793 Stop Sell 140.95 Pending Child-Client Sim1 Close 21791 410 Order 2012-10-08 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-10-05 00:00:00.000 \| Last: 145.59999 21791 Limit 545 Buy 145.31 Order Sent Sim1 Open 410 Order 2012-10-08 00:00:00.003 [Sim]SPY Simulated order accepted 21791 21791 Limit 545 Buy 145.31 Open Sim1 Open 410 Order 2012-10-09 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 144.15 Ask: 144.16 Last: 144.15 21791 21791 Limit 545 Buy 145.31 Filled 145.31 545 Sim1 Open 410 Fill 2012-10-09 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 144.15 Ask: 144.16 Last: 144.15 21791 21791 Limit 545 Buy 145.31 Filled 145.31 545 Sim1 Open 955 21791.1 148.11 140.13 Order 2012-10-09 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21792 Limit 545 Sell 148.22 Order Sent Sim1 Close 21791 955 Order 2012-10-09 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21793 Stop 545 Sell 140.95 Order Sent Sim1 Close 21791 955 Order 2012-10-09 00:00:00.004 [Sim]SPY Simulated order accepted 21792 21792 Limit 545 Sell 148.22 Open Sim1 Close 21791 955 Order 2012-10-09 00:00:00.005 [Sim]SPY Simulated order accepted 21793 21793 Stop 545 Sell 140.95 Open Sim1 Close 21791 955 Order 2012-10-09 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 142.96. Requested Quantity: 545 21793 21793 Stop 545 Sell 140.95 Pending Modify Sim1 Close 21791 955 Order 2012-10-09 00:00:00.007 [Sim]SPY Simulated order modify complete 21793 21793 Stop 545 Sell 142.96 Open Sim1 Close 21791 955 Order 2012-10-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 143.10. Requested Quantity: 545 21793 21793 Stop 545 Sell 142.96 Pending Modify Sim1 Close 21791 955 Order 2012-10-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21793 21793 Stop 545 Sell 143.10 Open Sim1 Close 21791 955 Order 2012-10-12 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 142.58 Ask: 142.59 Last: 142.58 21793 21793 Stop 545 Sell 143.10 Filled 143.09 545 Sim1 Close 21791 955 Fill 2012-10-12 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 142.58 Ask: 142.59 Last: 142.58 21793 21793 Stop 545 Sell 143.10 Filled 143.09 545 Sim1 Close 21791 410 21793.1 144.49 142.58 Order 2012-10-12 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21792 21792 Limit 545 Sell 148.22 Pending Cancel Sim1 Close 21791 410 Order 2012-10-12 00:00:00.003 [Sim]SPY Simulated order canceled 21792 21792 Limit 545 Sell 148.22 Canceled Sim1 Close 21791 410 Order 2012-11-26 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-11-23 00:00:00.000 \| Last: 140.65. Attached Order \| Client side OCO order 21795 Limit Sell 143.18 Pending Child-Client Sim1 Close 21794 410 Order 2012-11-26 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-11-23 00:00:00.000 \| Last: 140.65. Attached Order \| Client side OCO order 21796 Stop Sell 136.16 Pending Child-Client Sim1 Close 21794 410 Order 2012-11-26 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-11-23 00:00:00.000 \| Last: 140.65 21794 Limit 564 Buy 140.37 Order Sent Sim1 Open 410 Order 2012-11-26 00:00:00.003 [Sim]SPY Simulated order accepted 21794 21794 Limit 564 Buy 140.37 Open Sim1 Open 410 Order 2012-11-26 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19 21794 21794 Limit 564 Buy 140.37 Filled 140.37 564 Sim1 Open 410 Fill 2012-11-26 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 140.19 Ask: 140.20 Last: 140.19 21794 21794 Limit 564 Buy 140.37 Filled 140.37 564 Sim1 Open 974 21794.1 146.52 134.70 Order 2012-11-26 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21795 Limit 564 Sell 143.18 Order Sent Sim1 Close 21794 974 Order 2012-11-26 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21796 Stop 564 Sell 136.16 Order Sent Sim1 Close 21794 974 Order 2012-11-26 00:00:00.008 [Sim]SPY Simulated order accepted 21795 21795 Limit 564 Sell 143.18 Open Sim1 Close 21794 974 Order 2012-11-26 00:00:00.009 [Sim]SPY Simulated order accepted 21796 21796 Stop 564 Sell 136.16 Open Sim1 Close 21794 974 Order 2012-11-26 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 134.71. Requested Quantity: 564 21796 21796 Stop 564 Sell 136.16 Pending Modify Sim1 Close 21794 974 Order 2012-11-26 00:00:00.011 [Sim]SPY Simulated order modify complete 21796 21796 Stop 564 Sell 134.71 Open Sim1 Close 21794 974 Order 2012-12-04 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 136.42. Requested Quantity: 564 21796 21796 Stop 564 Sell 134.71 Pending Modify Sim1 Close 21794 974 Order 2012-12-04 00:00:00.001 [Sim]SPY Simulated order modify complete 21796 21796 Stop 564 Sell 136.42 Open Sim1 Close 21794 974 Order 2012-12-05 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 138.09. Requested Quantity: 564 21796 21796 Stop 564 Sell 136.42 Pending Modify Sim1 Close 21794 974 Order 2012-12-05 00:00:00.001 [Sim]SPY Simulated order modify complete 21796 21796 Stop 564 Sell 138.09 Open Sim1 Close 21794 974 Order 2012-12-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 139.01. Requested Quantity: 564 21796 21796 Stop 564 Sell 138.09 Pending Modify Sim1 Close 21794 974 Order 2012-12-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21796 21796 Stop 564 Sell 139.01 Open Sim1 Close 21794 974 Order 2012-12-11 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 144.10 Ask: 144.11 Last: 144.11 21795 21795 Limit 564 Sell 143.18 Filled 143.18 564 Sim1 Close 21794 974 Fill 2012-12-11 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 144.10 Ask: 144.11 Last: 144.11 21795 21795 Limit 564 Sell 143.18 Filled 143.18 564 Sim1 Close 21794 410 21795.1 144.11 139.00 Order 2012-12-11 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21796 21796 Stop 564 Sell 139.01 Pending Cancel Sim1 Close 21794 410 Order 2012-12-11 00:00:00.003 [Sim]SPY Simulated order canceled 21796 21796 Stop 564 Sell 139.01 Canceled Sim1 Close 21794 410 Order 2012-12-12 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-12-11 00:00:00.000 \| Last: 144. Attached Order \| Client side OCO order 21798 Limit Sell 146.58 Pending Child-Client Sim1 Close 21797 410 Order 2012-12-12 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-12-11 00:00:00.000 \| Last: 144. Attached Order \| Client side OCO order 21799 Stop Sell 139.40 Pending Child-Client Sim1 Close 21797 410 Order 2012-12-12 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2012-12-11 00:00:00.000 \| Last: 144 21797 Limit 546 Buy 143.71 Order Sent Sim1 Open 410 Order 2012-12-12 00:00:00.003 [Sim]SPY Simulated order accepted 21797 21797 Limit 546 Buy 143.71 Open Sim1 Open 410 Order 2012-12-12 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 143.31 Ask: 143.32 Last: 143.31 21797 21797 Limit 546 Buy 143.71 Filled 143.71 546 Sim1 Open 410 Fill 2012-12-12 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 143.31 Ask: 143.32 Last: 143.31 21797 21797 Limit 546 Buy 143.71 Filled 143.71 546 Sim1 Open 956 21797.1 144.55 142.99 Order 2012-12-12 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21798 Limit 546 Sell 146.58 Order Sent Sim1 Close 21797 956 Order 2012-12-12 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21799 Stop 546 Sell 139.40 Order Sent Sim1 Close 21797 956 Order 2012-12-12 00:00:00.008 [Sim]SPY Simulated order accepted 21798 21798 Limit 546 Sell 146.58 Open Sim1 Close 21797 956 Order 2012-12-12 00:00:00.009 [Sim]SPY Simulated order accepted 21799 21799 Stop 546 Sell 139.40 Open Sim1 Close 21797 956 Order 2012-12-12 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 139.01. Requested Quantity: 546 21799 21799 Stop 546 Sell 139.40 Pending Modify Sim1 Close 21797 956 Order 2012-12-12 00:00:00.011 [Sim]SPY Simulated order modify complete 21799 21799 Stop 546 Sell 139.01 Open Sim1 Close 21797 956 Order 2012-12-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 140.38. Requested Quantity: 546 21799 21799 Stop 546 Sell 139.01 Pending Modify Sim1 Close 21797 956 Order 2012-12-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21799 21799 Stop 546 Sell 140.38 Open Sim1 Close 21797 956 Order 2012-12-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 141.17. Requested Quantity: 546 21799 21799 Stop 546 Sell 140.38 Pending Modify Sim1 Close 21797 956 Order 2012-12-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21799 21799 Stop 546 Sell 141.17 Open Sim1 Close 21797 956 Order 2012-12-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 141.68. Requested Quantity: 546 21799 21799 Stop 546 Sell 141.17 Pending Modify Sim1 Close 21797 956 Order 2012-12-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21799 21799 Stop 546 Sell 141.68 Open Sim1 Close 21797 956 Order 2012-12-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 141.89. Requested Quantity: 546 21799 21799 Stop 546 Sell 141.68 Pending Modify Sim1 Close 21797 956 Order 2012-12-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21799 21799 Stop 546 Sell 141.89 Open Sim1 Close 21797 956 Order 2012-12-26 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 141.35 Ask: 141.36 Last: 141.35 21799 21799 Stop 546 Sell 141.89 Filled 141.88 546 Sim1 Close 21797 956 Fill 2012-12-26 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 141.35 Ask: 141.36 Last: 141.35 21799 21799 Stop 546 Sell 141.89 Filled 141.88 546 Sim1 Close 21797 410 21799.1 145.58 141.35 Order 2012-12-26 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21798 21798 Limit 546 Sell 146.58 Pending Cancel Sim1 Close 21797 410 Order 2012-12-26 00:00:00.003 [Sim]SPY Simulated order canceled 21798 21798 Limit 546 Sell 146.58 Canceled Sim1 Close 21797 410 Order 2013-01-25 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-01-24 00:00:00.000 \| Last: 149.87999. Attached Order \| Client side OCO order 21801 Limit Sell 152.57 Pending Child-Client Sim1 Close 21800 410 Order 2013-01-25 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-01-24 00:00:00.000 \| Last: 149.87999. Attached Order \| Client side OCO order 21802 Stop Sell 145.09 Pending Child-Client Sim1 Close 21800 410 Order 2013-01-25 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-01-24 00:00:00.000 \| Last: 149.87999 21800 Limit 529 Buy 149.58 Order Sent Sim1 Open 410 Order 2013-01-25 00:00:00.003 [Sim]SPY Simulated order accepted 21800 21800 Limit 529 Buy 149.58 Open Sim1 Open 410 Order 2013-01-25 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 149.37 Ask: 149.38 Last: 149.37 21800 21800 Limit 529 Buy 149.58 Filled 149.58 529 Sim1 Open 410 Fill 2013-01-25 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 149.37 Ask: 149.38 Last: 149.37 21800 21800 Limit 529 Buy 149.58 Filled 149.58 529 Sim1 Open 939 21800.1 150.14 139.54 Order 2013-01-25 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21801 Limit 529 Sell 152.57 Order Sent Sim1 Close 21800 939 Order 2013-01-25 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21802 Stop 529 Sell 145.09 Order Sent Sim1 Close 21800 939 Order 2013-01-25 00:00:00.008 [Sim]SPY Simulated order accepted 21801 21801 Limit 529 Sell 152.57 Open Sim1 Close 21800 939 Order 2013-01-25 00:00:00.009 [Sim]SPY Simulated order accepted 21802 21802 Stop 529 Sell 145.09 Open Sim1 Close 21800 939 Order 2013-01-25 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 145.98. Requested Quantity: 529 21802 21802 Stop 529 Sell 145.09 Pending Modify Sim1 Close 21800 939 Order 2013-01-25 00:00:00.011 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 145.98 Open Sim1 Close 21800 939 Order 2013-01-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 146.21. Requested Quantity: 529 21802 21802 Stop 529 Sell 145.98 Pending Modify Sim1 Close 21800 939 Order 2013-01-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 146.21 Open Sim1 Close 21800 939 Order 2013-01-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 146.62. Requested Quantity: 529 21802 21802 Stop 529 Sell 146.21 Pending Modify Sim1 Close 21800 939 Order 2013-01-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 146.62 Open Sim1 Close 21800 939 Order 2013-02-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 147.15. Requested Quantity: 529 21802 21802 Stop 529 Sell 146.62 Pending Modify Sim1 Close 21800 939 Order 2013-02-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 147.15 Open Sim1 Close 21800 939 Order 2013-02-04 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 147.44. Requested Quantity: 529 21802 21802 Stop 529 Sell 147.15 Pending Modify Sim1 Close 21800 939 Order 2013-02-04 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 147.44 Open Sim1 Close 21800 939 Order 2013-02-05 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 147.99. Requested Quantity: 529 21802 21802 Stop 529 Sell 147.44 Pending Modify Sim1 Close 21800 939 Order 2013-02-05 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 147.99 Open Sim1 Close 21800 939 Order 2013-02-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 148.87. Requested Quantity: 529 21802 21802 Stop 529 Sell 147.99 Pending Modify Sim1 Close 21800 939 Order 2013-02-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 148.87 Open Sim1 Close 21800 939 Order 2013-02-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.02. Requested Quantity: 529 21802 21802 Stop 529 Sell 148.87 Pending Modify Sim1 Close 21800 939 Order 2013-02-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 149.02 Open Sim1 Close 21800 939 Order 2013-02-08 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.38. Requested Quantity: 529 21802 21802 Stop 529 Sell 149.02 Pending Modify Sim1 Close 21800 939 Order 2013-02-08 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 149.38 Open Sim1 Close 21800 939 Order 2013-02-11 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.44. Requested Quantity: 529 21802 21802 Stop 529 Sell 149.38 Pending Modify Sim1 Close 21800 939 Order 2013-02-11 00:00:00.001 [Sim]SPY Simulated order modify complete 21802 21802 Stop 529 Sell 149.44 Open Sim1 Close 21800 939 Order 2013-02-13 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 152.60 Ask: 152.61 Last: 152.61 21801 21801 Limit 529 Sell 152.57 Filled 152.57 529 Sim1 Close 21800 939 Fill 2013-02-13 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 152.60 Ask: 152.61 Last: 152.61 21801 21801 Limit 529 Sell 152.57 Filled 152.57 529 Sim1 Close 21800 410 21801.1 152.61 149.43 Order 2013-02-13 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21802 21802 Stop 529 Sell 149.44 Pending Cancel Sim1 Close 21800 410 Order 2013-02-13 00:00:00.003 [Sim]SPY Simulated order canceled 21802 21802 Stop 529 Sell 149.44 Canceled Sim1 Close 21800 410 Order 2013-03-08 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-03-07 00:00:00.000 \| Last: 155.45999. Attached Order \| Client side OCO order 21804 Limit Sell 158.25 Pending Child-Client Sim1 Close 21803 410 Order 2013-03-08 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-03-07 00:00:00.000 \| Last: 155.45999. Attached Order \| Client side OCO order 21805 Stop Sell 150.50 Pending Child-Client Sim1 Close 21803 410 Order 2013-03-08 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-03-07 00:00:00.000 \| Last: 155.45999 21803 Limit 548 Buy 155.15 Order Sent Sim1 Open 410 Order 2013-03-08 00:00:00.003 [Sim]SPY Simulated order accepted 21803 21803 Limit 548 Buy 155.15 Open Sim1 Open 410 Order 2013-03-08 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 154.66 Ask: 154.67 Last: 154.66 21803 21803 Limit 548 Buy 155.15 Filled 155.15 548 Sim1 Open 410 Fill 2013-03-08 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 154.66 Ask: 154.67 Last: 154.66 21803 21803 Limit 548 Buy 155.15 Filled 155.15 548 Sim1 Open 958 21803.1 155.46 148.73 Order 2013-03-08 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21804 Limit 548 Sell 158.25 Order Sent Sim1 Close 21803 958 Order 2013-03-08 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21805 Stop 548 Sell 150.50 Order Sent Sim1 Close 21803 958 Order 2013-03-08 00:00:00.008 [Sim]SPY Simulated order accepted 21804 21804 Limit 548 Sell 158.25 Open Sim1 Close 21803 958 Order 2013-03-08 00:00:00.009 [Sim]SPY Simulated order accepted 21805 21805 Stop 548 Sell 150.50 Open Sim1 Close 21803 958 Order 2013-03-08 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 148.74. Requested Quantity: 548 21805 21805 Stop 548 Sell 150.50 Pending Modify Sim1 Close 21803 958 Order 2013-03-08 00:00:00.011 [Sim]SPY Simulated order modify complete 21805 21805 Stop 548 Sell 148.74 Open Sim1 Close 21803 958 Order 2013-03-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 149.77. Requested Quantity: 548 21805 21805 Stop 548 Sell 148.74 Pending Modify Sim1 Close 21803 958 Order 2013-03-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21805 21805 Stop 548 Sell 149.77 Open Sim1 Close 21803 958 Order 2013-03-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 150.42. Requested Quantity: 548 21805 21805 Stop 548 Sell 149.77 Pending Modify Sim1 Close 21803 958 Order 2013-03-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21805 21805 Stop 548 Sell 150.42 Open Sim1 Close 21803 958 Order 2013-03-18 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 151.53. Requested Quantity: 548 21805 21805 Stop 548 Sell 150.42 Pending Modify Sim1 Close 21803 958 Order 2013-03-18 00:00:00.001 [Sim]SPY Simulated order modify complete 21805 21805 Stop 548 Sell 151.53 Open Sim1 Close 21803 958 Order 2013-03-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 153.65. Requested Quantity: 548 21805 21805 Stop 548 Sell 151.53 Pending Modify Sim1 Close 21803 958 Order 2013-03-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21805 21805 Stop 548 Sell 153.65 Open Sim1 Close 21803 958 Order 2013-03-19 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 153.59 Ask: 153.60 Last: 153.59 21805 21805 Stop 548 Sell 153.65 Filled 153.64 548 Sim1 Close 21803 958 Fill 2013-03-19 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 153.59 Ask: 153.60 Last: 153.59 21805 21805 Stop 548 Sell 153.65 Filled 153.64 548 Sim1 Close 21803 410 21805.1 156.80 153.59 Order 2013-03-19 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21804 21804 Limit 548 Sell 158.25 Pending Cancel Sim1 Close 21803 410 Order 2013-03-19 00:00:00.005 [Sim]SPY Simulated order canceled 21804 21804 Limit 548 Sell 158.25 Canceled Sim1 Close 21803 410 Order 2013-04-26 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-04-25 00:00:00.000 \| Last: 158.33. Attached Order \| Client side OCO order 21807 Limit Sell 161.17 Pending Child-Client Sim1 Close 21806 410 Order 2013-04-26 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-04-25 00:00:00.000 \| Last: 158.33. Attached Order \| Client side OCO order 21808 Stop Sell 153.27 Pending Child-Client Sim1 Close 21806 410 Order 2013-04-26 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-04-25 00:00:00.000 \| Last: 158.33 21806 Limit 552 Buy 158.01 Order Sent Sim1 Open 410 Order 2013-04-26 00:00:00.003 [Sim]SPY Simulated order accepted 21806 21806 Limit 552 Buy 158.01 Open Sim1 Open 410 Order 2013-04-26 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 157.73 Ask: 157.74 Last: 157.73 21806 21806 Limit 552 Buy 158.01 Filled 158.01 552 Sim1 Open 410 Fill 2013-04-26 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 157.73 Ask: 157.74 Last: 157.73 21806 21806 Limit 552 Buy 158.01 Filled 158.01 552 Sim1 Open 962 21806.1 159.71 153.55 Order 2013-04-26 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21807 Limit 552 Sell 161.17 Order Sent Sim1 Close 21806 962 Order 2013-04-26 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21808 Stop 552 Sell 153.27 Order Sent Sim1 Close 21806 962 Order 2013-04-26 00:00:00.008 [Sim]SPY Simulated order accepted 21807 21807 Limit 552 Sell 161.17 Open Sim1 Close 21806 962 Order 2013-04-26 00:00:00.009 [Sim]SPY Simulated order accepted 21808 21808 Stop 552 Sell 153.27 Open Sim1 Close 21806 962 Order 2013-04-26 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 153.56. Requested Quantity: 552 21808 21808 Stop 552 Sell 153.27 Pending Modify Sim1 Close 21806 962 Order 2013-04-26 00:00:00.011 [Sim]SPY Simulated order modify complete 21808 21808 Stop 552 Sell 153.56 Open Sim1 Close 21806 962 Order 2013-05-03 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 154.13. Requested Quantity: 552 21808 21808 Stop 552 Sell 153.56 Pending Modify Sim1 Close 21806 962 Order 2013-05-03 00:00:00.001 [Sim]SPY Simulated order modify complete 21808 21808 Stop 552 Sell 154.13 Open Sim1 Close 21806 962 Order 2013-05-03 00:00:00.002 [Sim]SPY Trade simulation fill. Bid: 161.87 Ask: 161.88 Last: 161.88 21807 21807 Limit 552 Sell 161.17 Filled 161.17 552 Sim1 Close 21806 962 Fill 2013-05-03 00:00:00.003 [Sim]SPY Trade simulation fill. Bid: 161.87 Ask: 161.88 Last: 161.88 21807 21807 Limit 552 Sell 161.17 Filled 161.17 552 Sim1 Close 21806 410 21807.1 161.88 158.10 Order 2013-05-03 00:00:00.004 [Sim]SPY Canceling order due to sibling fill 21808 21808 Stop 552 Sell 154.13 Pending Cancel Sim1 Close 21806 410 Order 2013-05-03 00:00:00.005 [Sim]SPY Simulated order canceled 21808 21808 Stop 552 Sell 154.13 Canceled Sim1 Close 21806 410 Order 2013-05-09 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-05-08 00:00:00.000 \| Last: 163.26999. Attached Order \| Client side OCO order 21810 Limit Sell 166.20 Pending Child-Client Sim1 Close 21809 410 Order 2013-05-09 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-05-08 00:00:00.000 \| Last: 163.26999. Attached Order \| Client side OCO order 21811 Stop Sell 158.05 Pending Child-Client Sim1 Close 21809 410 Order 2013-05-09 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-05-08 00:00:00.000 \| Last: 163.26999 21809 Limit 562 Buy 162.94 Order Sent Sim1 Open 410 Order 2013-05-09 00:00:00.003 [Sim]SPY Simulated order accepted 21809 21809 Limit 562 Buy 162.94 Open Sim1 Open 410 Order 2013-05-09 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 162.47 Ask: 162.48 Last: 162.47 21809 21809 Limit 562 Buy 162.94 Filled 162.94 562 Sim1 Open 410 Fill 2013-05-09 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 162.47 Ask: 162.48 Last: 162.47 21809 21809 Limit 562 Buy 162.94 Filled 162.94 562 Sim1 Open 972 21809.1 163.70 161.37 Order 2013-05-09 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21810 Limit 562 Sell 166.20 Order Sent Sim1 Close 21809 972 Order 2013-05-09 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21811 Stop 562 Sell 158.05 Order Sent Sim1 Close 21809 972 Order 2013-05-09 00:00:00.008 [Sim]SPY Simulated order accepted 21810 21810 Limit 562 Sell 166.20 Open Sim1 Close 21809 972 Order 2013-05-09 00:00:00.009 [Sim]SPY Simulated order accepted 21811 21811 Stop 562 Sell 158.05 Open Sim1 Close 21809 972 Order 2013-05-09 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 157.74. Requested Quantity: 562 21811 21811 Stop 562 Sell 158.05 Pending Modify Sim1 Close 21809 972 Order 2013-05-09 00:00:00.011 [Sim]SPY Simulated order modify complete 21811 21811 Stop 562 Sell 157.74 Open Sim1 Close 21809 972 Order 2013-05-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 158.11. Requested Quantity: 562 21811 21811 Stop 562 Sell 157.74 Pending Modify Sim1 Close 21809 972 Order 2013-05-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21811 21811 Stop 562 Sell 158.11 Open Sim1 Close 21809 972 Order 2013-05-15 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 166.44 Ask: 166.45 Last: 166.45 21810 21810 Limit 562 Sell 166.20 Filled 166.20 562 Sim1 Close 21809 972 Fill 2013-05-15 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 166.44 Ask: 166.45 Last: 166.45 21810 21810 Limit 562 Sell 166.20 Filled 166.20 562 Sim1 Close 21809 410 21810.1 166.45 162.51 Order 2013-05-15 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21811 21811 Stop 562 Sell 158.11 Pending Cancel Sim1 Close 21809 410 Order 2013-05-15 00:00:00.003 [Sim]SPY Simulated order canceled 21811 21811 Stop 562 Sell 158.11 Canceled Sim1 Close 21809 410 Order 2013-07-11 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-07-10 00:00:00.000 \| Last: 167.11. Attached Order \| Client side OCO order 21813 Limit Sell 170.12 Pending Child-Client Sim1 Close 21812 410 Order 2013-07-11 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-07-10 00:00:00.000 \| Last: 167.11. Attached Order \| Client side OCO order 21814 Stop Sell 161.78 Pending Child-Client Sim1 Close 21812 410 Order 2013-07-11 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-07-10 00:00:00.000 \| Last: 167.11 21812 Limit 584 Buy 166.78 Order Sent Sim1 Open 410 Order 2013-07-11 00:00:00.003 [Sim]SPY Simulated order accepted 21812 21812 Limit 584 Buy 166.78 Open Sim1 Open 410 Order 2013-07-11 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 165.18 Ask: 165.19 Last: 165.18 21812 21812 Limit 584 Buy 166.78 Filled 166.78 584 Sim1 Open 410 Fill 2013-07-11 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 165.18 Ask: 165.19 Last: 165.18 21812 21812 Limit 584 Buy 166.78 Filled 166.78 584 Sim1 Open 994 21812.1 169.07 155.73 Order 2013-07-11 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21813 Limit 584 Sell 170.12 Order Sent Sim1 Close 21812 994 Order 2013-07-11 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21814 Stop 584 Sell 161.78 Order Sent Sim1 Close 21812 994 Order 2013-07-11 00:00:00.008 [Sim]SPY Simulated order accepted 21813 21813 Limit 584 Sell 170.12 Open Sim1 Close 21812 994 Order 2013-07-11 00:00:00.009 [Sim]SPY Simulated order accepted 21814 21814 Stop 584 Sell 161.78 Open Sim1 Close 21812 994 Order 2013-07-11 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 159.26. Requested Quantity: 584 21814 21814 Stop 584 Sell 161.78 Pending Modify Sim1 Close 21812 994 Order 2013-07-11 00:00:00.011 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 159.26 Open Sim1 Close 21812 994 Order 2013-07-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 159.87. Requested Quantity: 584 21814 21814 Stop 584 Sell 159.26 Pending Modify Sim1 Close 21812 994 Order 2013-07-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 159.87 Open Sim1 Close 21812 994 Order 2013-07-16 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 160.23. Requested Quantity: 584 21814 21814 Stop 584 Sell 159.87 Pending Modify Sim1 Close 21812 994 Order 2013-07-16 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 160.23 Open Sim1 Close 21812 994 Order 2013-07-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 161.31. Requested Quantity: 584 21814 21814 Stop 584 Sell 160.23 Pending Modify Sim1 Close 21812 994 Order 2013-07-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 161.31 Open Sim1 Close 21812 994 Order 2013-07-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 163.09. Requested Quantity: 584 21814 21814 Stop 584 Sell 161.31 Pending Modify Sim1 Close 21812 994 Order 2013-07-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 163.09 Open Sim1 Close 21812 994 Order 2013-07-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 164.28. Requested Quantity: 584 21814 21814 Stop 584 Sell 163.09 Pending Modify Sim1 Close 21812 994 Order 2013-07-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 164.28 Open Sim1 Close 21812 994 Order 2013-07-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 164.64. Requested Quantity: 584 21814 21814 Stop 584 Sell 164.28 Pending Modify Sim1 Close 21812 994 Order 2013-07-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 164.64 Open Sim1 Close 21812 994 Order 2013-07-25 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 165.19. Requested Quantity: 584 21814 21814 Stop 584 Sell 164.64 Pending Modify Sim1 Close 21812 994 Order 2013-07-25 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 165.19 Open Sim1 Close 21812 994 Order 2013-07-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 167.08. Requested Quantity: 584 21814 21814 Stop 584 Sell 165.19 Pending Modify Sim1 Close 21812 994 Order 2013-07-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 167.08 Open Sim1 Close 21812 994 Order 2013-07-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 167.53. Requested Quantity: 584 21814 21814 Stop 584 Sell 167.08 Pending Modify Sim1 Close 21812 994 Order 2013-07-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21814 21814 Stop 584 Sell 167.53 Open Sim1 Close 21812 994 Order 2013-08-01 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 170.80 Ask: 170.81 Last: 170.81 21813 21813 Limit 584 Sell 170.12 Filled 170.12 584 Sim1 Close 21812 994 Fill 2013-08-01 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 170.80 Ask: 170.81 Last: 170.81 21813 21813 Limit 584 Sell 170.12 Filled 170.12 584 Sim1 Close 21812 410 21813.1 170.81 167.07 Order 2013-08-01 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21814 21814 Stop 584 Sell 167.53 Pending Cancel Sim1 Close 21812 410 Order 2013-08-01 00:00:00.003 [Sim]SPY Simulated order canceled 21814 21814 Stop 584 Sell 167.53 Canceled Sim1 Close 21812 410 Order 2013-10-23 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-10-22 00:00:00.000 \| Last: 174.81. Attached Order \| Client side OCO order 21816 Limit Sell 177.95 Pending Child-Client Sim1 Close 21815 410 Order 2013-10-23 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-10-22 00:00:00.000 \| Last: 174.81. Attached Order \| Client side OCO order 21817 Stop Sell 169.23 Pending Child-Client Sim1 Close 21815 410 Order 2013-10-23 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2013-10-22 00:00:00.000 \| Last: 174.81 21815 Limit 588 Buy 174.46 Order Sent Sim1 Open 410 Order 2013-10-23 00:00:00.003 [Sim]SPY Simulated order accepted 21815 21815 Limit 588 Buy 174.46 Open Sim1 Open 410 Order 2013-10-23 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 173.96 Ask: 173.97 Last: 173.96 21815 21815 Limit 588 Buy 174.46 Filled 174.46 588 Sim1 Open 410 Fill 2013-10-23 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 173.96 Ask: 173.97 Last: 173.96 21815 21815 Limit 588 Buy 174.46 Filled 174.46 588 Sim1 Open 998 21815.1 175.93 163.05 Order 2013-10-23 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21816 Limit 588 Sell 177.95 Order Sent Sim1 Close 21815 998 Order 2013-10-23 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21817 Stop 588 Sell 169.23 Order Sent Sim1 Close 21815 998 Order 2013-10-23 00:00:00.008 [Sim]SPY Simulated order accepted 21816 21816 Limit 588 Sell 177.95 Open Sim1 Close 21815 998 Order 2013-10-23 00:00:00.009 [Sim]SPY Simulated order accepted 21817 21817 Stop 588 Sell 169.23 Open Sim1 Close 21815 998 Order 2013-10-23 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 164.54. Requested Quantity: 588 21817 21817 Stop 588 Sell 169.23 Pending Modify Sim1 Close 21815 998 Order 2013-10-23 00:00:00.011 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 164.54 Open Sim1 Close 21815 998 Order 2013-10-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 167.24. Requested Quantity: 588 21817 21817 Stop 588 Sell 164.54 Pending Modify Sim1 Close 21815 998 Order 2013-10-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 167.24 Open Sim1 Close 21815 998 Order 2013-10-25 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 168.78. Requested Quantity: 588 21817 21817 Stop 588 Sell 167.24 Pending Modify Sim1 Close 21815 998 Order 2013-10-25 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 168.78 Open Sim1 Close 21815 998 Order 2013-10-28 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 169.09. Requested Quantity: 588 21817 21817 Stop 588 Sell 168.78 Pending Modify Sim1 Close 21815 998 Order 2013-10-28 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 169.09 Open Sim1 Close 21815 998 Order 2013-10-29 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 169.48. Requested Quantity: 588 21817 21817 Stop 588 Sell 169.09 Pending Modify Sim1 Close 21815 998 Order 2013-10-29 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 169.48 Open Sim1 Close 21815 998 Order 2013-10-30 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 170.64. Requested Quantity: 588 21817 21817 Stop 588 Sell 169.48 Pending Modify Sim1 Close 21815 998 Order 2013-10-30 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 170.64 Open Sim1 Close 21815 998 Order 2013-10-31 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 171.35. Requested Quantity: 588 21817 21817 Stop 588 Sell 170.64 Pending Modify Sim1 Close 21815 998 Order 2013-10-31 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 171.35 Open Sim1 Close 21815 998 Order 2013-11-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 173.52. Requested Quantity: 588 21817 21817 Stop 588 Sell 171.35 Pending Modify Sim1 Close 21815 998 Order 2013-11-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 173.52 Open Sim1 Close 21815 998 Order 2013-11-04 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 173.97. Requested Quantity: 588 21817 21817 Stop 588 Sell 173.52 Pending Modify Sim1 Close 21815 998 Order 2013-11-04 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 173.97 Open Sim1 Close 21815 998 Order 2013-11-07 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 174.52. Requested Quantity: 588 21817 21817 Stop 588 Sell 173.97 Pending Modify Sim1 Close 21815 998 Order 2013-11-07 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 174.52 Open Sim1 Close 21815 998 Order 2013-11-08 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 174.77. Requested Quantity: 588 21817 21817 Stop 588 Sell 174.52 Pending Modify Sim1 Close 21815 998 Order 2013-11-08 00:00:00.001 [Sim]SPY Simulated order modify complete 21817 21817 Stop 588 Sell 174.77 Open Sim1 Close 21815 998 Order 2013-11-13 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 178.42 Ask: 178.43 Last: 178.43 21816 21816 Limit 588 Sell 177.95 Filled 177.95 588 Sim1 Close 21815 998 Fill 2013-11-13 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 178.42 Ask: 178.43 Last: 178.43 21816 21816 Limit 588 Sell 177.95 Filled 177.95 588 Sim1 Close 21815 410 21816.1 178.43 174.51 Order 2013-11-13 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21817 21817 Stop 588 Sell 174.77 Pending Cancel Sim1 Close 21815 410 Order 2013-11-13 00:00:00.003 [Sim]SPY Simulated order canceled 21817 21817 Stop 588 Sell 174.77 Canceled Sim1 Close 21815 410 Order 2014-06-11 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2014-06-10 00:00:00.000 \| Last: 194.9. Attached Order \| Client side OCO order 21819 Limit Sell 198.40 Pending Child-Client Sim1 Close 21818 410 Order 2014-06-11 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2014-06-10 00:00:00.000 \| Last: 194.9. Attached Order \| Client side OCO order 21820 Stop Sell 188.67 Pending Child-Client Sim1 Close 21818 410 Order 2014-06-11 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2014-06-10 00:00:00.000 \| Last: 194.9 21818 Limit 568 Buy 194.51 Order Sent Sim1 Open 410 Order 2014-06-11 00:00:00.003 [Sim]SPY Simulated order accepted 21818 21818 Limit 568 Buy 194.51 Open Sim1 Open 410 Order 2014-06-11 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 194.48 Ask: 194.49 Last: 194.48 21818 21818 Limit 568 Buy 194.51 Filled 194.51 568 Sim1 Open 410 Fill 2014-06-11 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 194.48 Ask: 194.49 Last: 194.48 21818 21818 Limit 568 Buy 194.51 Filled 194.51 568 Sim1 Open 978 21818.1 196.05 173.71 Order 2014-06-11 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21819 Limit 568 Sell 198.40 Order Sent Sim1 Close 21818 978 Order 2014-06-11 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21820 Stop 568 Sell 188.67 Order Sent Sim1 Close 21818 978 Order 2014-06-11 00:00:00.008 [Sim]SPY Simulated order accepted 21819 21819 Limit 568 Sell 198.40 Open Sim1 Close 21818 978 Order 2014-06-11 00:00:00.009 [Sim]SPY Simulated order accepted 21820 21820 Stop 568 Sell 188.67 Open Sim1 Close 21818 978 Order 2014-06-11 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 191.07. Requested Quantity: 568 21820 21820 Stop 568 Sell 188.67 Pending Modify Sim1 Close 21818 978 Order 2014-06-11 00:00:00.011 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 191.07 Open Sim1 Close 21818 978 Order 2014-06-12 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 191.34. Requested Quantity: 568 21820 21820 Stop 568 Sell 191.07 Pending Modify Sim1 Close 21818 978 Order 2014-06-12 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 191.34 Open Sim1 Close 21818 978 Order 2014-06-13 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 191.98. Requested Quantity: 568 21820 21820 Stop 568 Sell 191.34 Pending Modify Sim1 Close 21818 978 Order 2014-06-13 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 191.98 Open Sim1 Close 21818 978 Order 2014-06-17 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 192.26. Requested Quantity: 568 21820 21820 Stop 568 Sell 191.98 Pending Modify Sim1 Close 21818 978 Order 2014-06-17 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 192.26 Open Sim1 Close 21818 978 Order 2014-06-18 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 192.28. Requested Quantity: 568 21820 21820 Stop 568 Sell 192.26 Pending Modify Sim1 Close 21818 978 Order 2014-06-18 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 192.28 Open Sim1 Close 21818 978 Order 2014-06-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 192.71. Requested Quantity: 568 21820 21820 Stop 568 Sell 192.28 Pending Modify Sim1 Close 21818 978 Order 2014-06-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 192.71 Open Sim1 Close 21818 978 Order 2014-06-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 193.12. Requested Quantity: 568 21820 21820 Stop 568 Sell 192.71 Pending Modify Sim1 Close 21818 978 Order 2014-06-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 193.12 Open Sim1 Close 21818 978 Order 2014-06-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 193.31. Requested Quantity: 568 21820 21820 Stop 568 Sell 193.12 Pending Modify Sim1 Close 21818 978 Order 2014-06-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 193.31 Open Sim1 Close 21818 978 Order 2014-06-30 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 193.67. Requested Quantity: 568 21820 21820 Stop 568 Sell 193.31 Pending Modify Sim1 Close 21818 978 Order 2014-06-30 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 193.67 Open Sim1 Close 21818 978 Order 2014-07-01 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 193.82. Requested Quantity: 568 21820 21820 Stop 568 Sell 193.67 Pending Modify Sim1 Close 21818 978 Order 2014-07-01 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 193.82 Open Sim1 Close 21818 978 Order 2014-07-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 194.14. Requested Quantity: 568 21820 21820 Stop 568 Sell 193.82 Pending Modify Sim1 Close 21818 978 Order 2014-07-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 194.14 Open Sim1 Close 21818 978 Order 2014-07-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 194.89. Requested Quantity: 568 21820 21820 Stop 568 Sell 194.14 Pending Modify Sim1 Close 21818 978 Order 2014-07-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 194.89 Open Sim1 Close 21818 978 Order 2014-07-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 195.07. Requested Quantity: 568 21820 21820 Stop 568 Sell 194.89 Pending Modify Sim1 Close 21818 978 Order 2014-07-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21820 21820 Stop 568 Sell 195.07 Open Sim1 Close 21818 978 Order 2014-07-22 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 198.55 Ask: 198.56 Last: 198.56 21819 21819 Limit 568 Sell 198.40 Filled 198.40 568 Sim1 Close 21818 978 Fill 2014-07-22 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 198.55 Ask: 198.56 Last: 198.56 21819 21819 Limit 568 Sell 198.40 Filled 198.40 568 Sim1 Close 21818 410 21819.1 198.56 193.11 Order 2014-07-22 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21820 21820 Stop 568 Sell 195.07 Pending Cancel Sim1 Close 21818 410 Order 2014-07-22 00:00:00.003 [Sim]SPY Simulated order canceled 21820 21820 Stop 568 Sell 195.07 Canceled Sim1 Close 21818 410 Order 2016-12-09 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2016-12-08 00:00:00.000 \| Last: 225.40999. Attached Order \| Client side OCO order 21822 Limit Sell 229.46 Pending Child-Client Sim1 Close 21821 410 Order 2016-12-09 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2016-12-08 00:00:00.000 \| Last: 225.40999. Attached Order \| Client side OCO order 21823 Stop Sell 218.21 Pending Child-Client Sim1 Close 21821 410 Order 2016-12-09 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2016-12-08 00:00:00.000 \| Last: 225.40999 21821 Limit 560 Buy 224.96 Order Sent Sim1 Open 410 Order 2016-12-09 00:00:00.003 [Sim]SPY Simulated order accepted 21821 21821 Limit 560 Buy 224.96 Open Sim1 Open 410 Order 2016-12-16 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 224.67 Ask: 224.68 Last: 224.67 21821 21821 Limit 560 Buy 224.96 Filled 224.96 560 Sim1 Open 410 Fill 2016-12-16 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 224.67 Ask: 224.68 Last: 224.67 21821 21821 Limit 560 Buy 224.96 Filled 224.96 560 Sim1 Open 970 21821.1 228.34 181.02 Order 2016-12-16 00:00:00.002 [Sim]SPY Auto-sent child from parent fill 21822 Limit 560 Sell 229.46 Order Sent Sim1 Close 21821 970 Order 2016-12-16 00:00:00.003 [Sim]SPY Auto-sent child from parent fill 21823 Stop 560 Sell 218.21 Order Sent Sim1 Close 21821 970 Order 2016-12-16 00:00:00.004 [Sim]SPY Simulated order accepted 21822 21822 Limit 560 Sell 229.46 Open Sim1 Close 21821 970 Order 2016-12-16 00:00:00.005 [Sim]SPY Simulated order accepted 21823 21823 Stop 560 Sell 218.21 Open Sim1 Close 21821 970 Order 2016-12-16 00:00:00.006 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 219.27. Requested Quantity: 560 21823 21823 Stop 560 Sell 218.21 Pending Modify Sim1 Close 21821 970 Order 2016-12-16 00:00:00.007 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 219.27 Open Sim1 Close 21821 970 Order 2016-12-19 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 220.43. Requested Quantity: 560 21823 21823 Stop 560 Sell 219.27 Pending Modify Sim1 Close 21821 970 Order 2016-12-19 00:00:00.001 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 220.43 Open Sim1 Close 21821 970 Order 2016-12-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 220.67. Requested Quantity: 560 21823 21823 Stop 560 Sell 220.43 Pending Modify Sim1 Close 21821 970 Order 2016-12-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 220.67 Open Sim1 Close 21821 970 Order 2016-12-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 221.39. Requested Quantity: 560 21823 21823 Stop 560 Sell 220.67 Pending Modify Sim1 Close 21821 970 Order 2016-12-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 221.39 Open Sim1 Close 21821 970 Order 2016-12-22 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 224.27. Requested Quantity: 560 21823 21823 Stop 560 Sell 221.39 Pending Modify Sim1 Close 21821 970 Order 2016-12-22 00:00:00.001 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 224.27 Open Sim1 Close 21821 970 Order 2016-12-23 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 224.68. Requested Quantity: 560 21823 21823 Stop 560 Sell 224.27 Pending Modify Sim1 Close 21821 970 Order 2016-12-23 00:00:00.001 [Sim]SPY Simulated order modify complete 21823 21823 Stop 560 Sell 224.68 Open Sim1 Close 21821 970 Order 2016-12-28 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 224.27 Ask: 224.28 Last: 224.27 21823 21823 Stop 560 Sell 224.68 Filled 224.67 560 Sim1 Close 21821 970 Fill 2016-12-28 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 224.27 Ask: 224.28 Last: 224.27 21823 21823 Stop 560 Sell 224.68 Filled 224.67 560 Sim1 Close 21821 410 21823.1 226.73 224.27 Order 2016-12-28 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21822 21822 Limit 560 Sell 229.46 Pending Cancel Sim1 Close 21821 410 Order 2016-12-28 00:00:00.003 [Sim]SPY Simulated order canceled 21822 21822 Limit 560 Sell 229.46 Canceled Sim1 Close 21821 410 Order 2017-09-01 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2017-08-31 00:00:00.000 \| Last: 247.92. Attached Order \| Client side OCO order 21825 Limit Sell 252.37 Pending Child-Client Sim1 Close 21824 410 Order 2017-09-01 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2017-08-31 00:00:00.000 \| Last: 247.92. Attached Order \| Client side OCO order 21826 Stop Sell 240.00 Pending Child-Client Sim1 Close 21824 410 Order 2017-09-01 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2017-08-31 00:00:00.000 \| Last: 247.92 21824 Limit 584 Buy 247.42 Order Sent Sim1 Open 410 Order 2017-09-01 00:00:00.003 [Sim]SPY Simulated order accepted 21824 21824 Limit 584 Buy 247.42 Open Sim1 Open 410 Order 2017-09-05 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 247.26 Ask: 247.27 Last: 247.26 21824 21824 Limit 584 Buy 247.42 Filled 247.27 584 Sim1 Open 410 Fill 2017-09-05 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 247.26 Ask: 247.27 Last: 247.26 21824 21824 Limit 584 Buy 247.42 Filled 247.27 584 Sim1 Open 994 21824.1 248.91 222.73 Order 2017-09-05 00:00:00.002 [Sim]SPY Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 252.22. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 252.22. Requested Quantity: 0 21825 Limit Sell 252.37 Pending Modify Sim1 Close 21824 994 Order 2017-09-05 00:00:00.003 [Sim]SPY Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 252.22. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 252.22. Requested Quantity: 0 21825 Limit Sell 252.22 Pending Child-Client Sim1 Close 21824 994 Order 2017-09-05 00:00:00.004 [Sim]SPY Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 239.85. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 239.85. Requested Quantity: 0 21826 Stop Sell 240.00 Pending Modify Sim1 Close 21824 994 Order 2017-09-05 00:00:00.005 [Sim]SPY Order modified internally. Modifying Attached Order from parent modification/fill. Parent ref. price: 247.27. New price: 239.85. Using LastModifyQuantity of 0. Using new provided price. Requested Price: 239.85. Requested Quantity: 0 21826 Stop Sell 239.85 Pending Child-Client Sim1 Close 21824 994 Order 2017-09-05 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21825 Limit 584 Sell 252.22 Order Sent Sim1 Close 21824 994 Order 2017-09-05 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21826 Stop 584 Sell 239.85 Order Sent Sim1 Close 21824 994 Order 2017-09-05 00:00:00.008 [Sim]SPY Simulated order accepted 21825 21825 Limit 584 Sell 252.22 Open Sim1 Close 21824 994 Order 2017-09-05 00:00:00.009 [Sim]SPY Simulated order accepted 21826 21826 Stop 584 Sell 239.85 Open Sim1 Close 21824 994 Order 2017-09-05 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 241.84. Requested Quantity: 584 21826 21826 Stop 584 Sell 239.85 Pending Modify Sim1 Close 21824 994 Order 2017-09-05 00:00:00.011 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 241.84 Open Sim1 Close 21824 994 Order 2017-09-06 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 242.94. Requested Quantity: 584 21826 21826 Stop 584 Sell 241.84 Pending Modify Sim1 Close 21824 994 Order 2017-09-06 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 242.94 Open Sim1 Close 21824 994 Order 2017-09-14 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 244.63. Requested Quantity: 584 21826 21826 Stop 584 Sell 242.94 Pending Modify Sim1 Close 21824 994 Order 2017-09-14 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 244.63 Open Sim1 Close 21824 994 Order 2017-09-15 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 244.96. Requested Quantity: 584 21826 21826 Stop 584 Sell 244.63 Pending Modify Sim1 Close 21824 994 Order 2017-09-15 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 244.96 Open Sim1 Close 21824 994 Order 2017-09-20 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 246.24. Requested Quantity: 584 21826 21826 Stop 584 Sell 244.96 Pending Modify Sim1 Close 21824 994 Order 2017-09-20 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 246.24 Open Sim1 Close 21824 994 Order 2017-09-21 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 246.31. Requested Quantity: 584 21826 21826 Stop 584 Sell 246.24 Pending Modify Sim1 Close 21824 994 Order 2017-09-21 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 246.31 Open Sim1 Close 21824 994 Order 2017-09-25 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 248.03. Requested Quantity: 584 21826 21826 Stop 584 Sell 246.31 Pending Modify Sim1 Close 21824 994 Order 2017-09-25 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 248.03 Open Sim1 Close 21824 994 Order 2017-09-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 248.09. Requested Quantity: 584 21826 21826 Stop 584 Sell 248.03 Pending Modify Sim1 Close 21824 994 Order 2017-09-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21826 21826 Stop 584 Sell 248.09 Open Sim1 Close 21824 994 Order 2017-10-02 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 252.31 Ask: 252.32 Last: 252.32 21825 21825 Limit 584 Sell 252.22 Filled 252.22 584 Sim1 Close 21824 994 Fill 2017-10-02 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 252.31 Ask: 252.32 Last: 252.32 21825 21825 Limit 584 Sell 252.22 Filled 252.22 584 Sim1 Close 21824 410 21825.1 252.32 244.95 Order 2017-10-02 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21826 21826 Stop 584 Sell 248.09 Pending Cancel Sim1 Close 21824 410 Order 2017-10-02 00:00:00.003 [Sim]SPY Simulated order canceled 21826 21826 Stop 584 Sell 248.09 Canceled Sim1 Close 21824 410 Order 2018-09-17 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2018-09-14 00:00:00.000 \| Last: 290.82. Attached Order \| Client side OCO order 21828 Limit Sell 296.04 Pending Child-Client Sim1 Close 21827 410 Order 2018-09-17 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2018-09-14 00:00:00.000 \| Last: 290.82. Attached Order \| Client side OCO order 21829 Stop Sell 281.53 Pending Child-Client Sim1 Close 21827 410 Order 2018-09-17 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2018-09-14 00:00:00.000 \| Last: 290.82 21827 Limit 560 Buy 290.24 Order Sent Sim1 Open 410 Order 2018-09-17 00:00:00.003 [Sim]SPY Simulated order accepted 21827 21827 Limit 560 Buy 290.24 Open Sim1 Open 410 Order 2018-09-17 00:00:00.004 [Sim]SPY Trade simulation fill. Bid: 289.03 Ask: 289.04 Last: 289.03 21827 21827 Limit 560 Buy 290.24 Filled 290.24 560 Sim1 Open 410 Fill 2018-09-17 00:00:00.005 [Sim]SPY Trade simulation fill. Bid: 289.03 Ask: 289.04 Last: 289.03 21827 21827 Limit 560 Buy 290.24 Filled 290.24 560 Sim1 Open 970 21827.1 291.74 252.23 Order 2018-09-17 00:00:00.006 [Sim]SPY Auto-sent child from parent fill 21828 Limit 560 Sell 296.04 Order Sent Sim1 Close 21827 970 Order 2018-09-17 00:00:00.007 [Sim]SPY Auto-sent child from parent fill 21829 Stop 560 Sell 281.53 Order Sent Sim1 Close 21827 970 Order 2018-09-17 00:00:00.008 [Sim]SPY Simulated order accepted 21828 21828 Limit 560 Sell 296.04 Open Sim1 Close 21827 970 Order 2018-09-17 00:00:00.009 [Sim]SPY Simulated order accepted 21829 21829 Stop 560 Sell 281.53 Open Sim1 Close 21827 970 Order 2018-09-17 00:00:00.010 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 286.72. Requested Quantity: 560 21829 21829 Stop 560 Sell 281.53 Pending Modify Sim1 Close 21827 970 Order 2018-09-17 00:00:00.011 [Sim]SPY Simulated order modify complete 21829 21829 Stop 560 Sell 286.72 Open Sim1 Close 21827 970 Order 2018-09-24 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 286.99. Requested Quantity: 560 21829 21829 Stop 560 Sell 286.72 Pending Modify Sim1 Close 21827 970 Order 2018-09-24 00:00:00.001 [Sim]SPY Simulated order modify complete 21829 21829 Stop 560 Sell 286.99 Open Sim1 Close 21827 970 Order 2018-09-26 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 288.24. Requested Quantity: 560 21829 21829 Stop 560 Sell 286.99 Pending Modify Sim1 Close 21827 970 Order 2018-09-26 00:00:00.001 [Sim]SPY Simulated order modify complete 21829 21829 Stop 560 Sell 288.24 Open Sim1 Close 21827 970 Order 2018-09-27 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 289.04. Requested Quantity: 560 21829 21829 Stop 560 Sell 288.24 Pending Modify Sim1 Close 21827 970 Order 2018-09-27 00:00:00.001 [Sim]SPY Simulated order modify complete 21829 21829 Stop 560 Sell 289.04 Open Sim1 Close 21827 970 Order 2018-10-02 00:00:00.000 [Sim]SPY Auto-trade order modification: Bar Backtest: SPY [CBV-D] Daily #4 \| Trade Management by Study. Requested Price: 289.42. Requested Quantity: 560 21829 21829 Stop 560 Sell 289.04 Pending Modify Sim1 Close 21827 970 Order 2018-10-02 00:00:00.001 [Sim]SPY Simulated order modify complete 21829 21829 Stop 560 Sell 289.42 Open Sim1 Close 21827 970 Order 2018-10-04 00:00:00.000 [Sim]SPY Trade simulation fill. Bid: 287.66 Ask: 287.67 Last: 287.66 21829 21829 Stop 560 Sell 289.42 Filled 289.41 560 Sim1 Close 21827 970 Fill 2018-10-04 00:00:00.001 [Sim]SPY Trade simulation fill. Bid: 287.66 Ask: 287.67 Last: 287.66 21829 21829 Stop 560 Sell 289.42 Filled 289.41 560 Sim1 Close 21827 410 21829.1 293.94 287.66 Order 2018-10-04 00:00:00.002 [Sim]SPY Canceling order due to sibling fill 21828 21828 Limit 560 Sell 296.04 Pending Cancel Sim1 Close 21827 410 Order 2018-10-04 00:00:00.003 [Sim]SPY Simulated order canceled 21828 21828 Limit 560 Sell 296.04 Canceled Sim1 Close 21827 410 Order 2019-12-18 00:00:00.000 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2019-12-17 00:00:00.000 \| Last: 320. Attached Order \| Client side OCO order 21831 Limit Sell 325.75 Pending Child-Client Sim1 Close 21830 410 Order 2019-12-18 00:00:00.001 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2019-12-17 00:00:00.000 \| Last: 320. Attached Order \| Client side OCO order 21832 Stop Sell 309.78 Pending Child-Client Sim1 Close 21830 410 Order 2019-12-18 00:00:00.002 [Sim]SPY Auto-trade: Bar Backtest: SPY [CBV-D] Daily #4 \| 5du \| BuyEntry \| Formula: Buy Entry at row 4 is TRUE. \| Bar start date-time: 2019-12-17 00:00:00.000 \| Last: 320 21830 Limit 589 Buy 319.36 Order Sent Sim1 Open 410 Order 2019-12-18 00:00:00.003 [Sim]SPY Simulated order accepted 21830 21830 Limit 589 Buy 319.36 Open Sim1 Open 410